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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.
| Medios de comunicación | Libros Hardcover Book (Libro con lomo y cubierta duros) |
| Pendiente de lanzamiento | 28 de julio de 2026 |
| ISBN13 | 9783032220110 |
| Editores | Springer Nature Switzerland AG |
| Páginas | 361 |
| Dimensiones | 150 × 220 × 20 mm · 574 g (Peso (estimado)) |
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