Parameter Estimation in Fractional Stochastic Differential Equations - Synthesis Lectures on Mathematics & Statistics - Jaya P.N. Bishwal - Grāmatas - Springer Nature Switzerland AG - 9783032220110 - 2026. gada 19. augusts
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Parameter Estimation in Fractional Stochastic Differential Equations - Synthesis Lectures on Mathematics & Statistics


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This book discusses long memory and long range dependence for continuous time financial models. While traditional models are Markovian, which have short memory, models with long memory have not been focused on and only studied in the discrete time series modeling context.

Mediji Grāmatas     Hardcover Book   (Grāmata ar cieto muguriņu un vāku)
Izlaists 2026. gada 19. augusts
ISBN13 9783032220110
Izdevēji Springer Nature Switzerland AG
Lapas 367
Izmēri 150 × 220 × 20 mm   ·   583 g   (Svars (aptuveni))

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