Inference on the Hurst Parameter and the Variance of Diffusions Driven by Fractional Brownian Motion Quotes

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Inference on the Hurst Parameter and the Variance of Diffusions Driven by Fractional Brownian Motion (Lecture Notes in Statistics, 216)

Inference on the Hurst Parameter and the Variance of Diffusions Driven by Fractional Brownian Motion by Corinne Berzin
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