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Parameter Estimation in Fractional Stochastic Differential Equations - Synthesis Lectures on Mathematics & Statistics Jaya P.N. Bishwal
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Parameter Estimation in Fractional Stochastic Differential Equations - Synthesis Lectures on Mathematics & Statistics
Jaya P.N. Bishwal
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) |
| Tiks izlaists | 2027. gada 28. janvāris |
| ISBN13 | 9783032220110 |
| Izdevēji | Springer Nature Switzerland AG |
| Lapas | 367 |
| Izmēri | 150 × 220 × 20 mm · 583 g (Svars (aptuveni)) |
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