Analyzing the Fine Structure of Continuous Time Stochastic Processes (Q2904892): Difference between revisions
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Revision as of 10:00, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Analyzing the Fine Structure of Continuous Time Stochastic Processes |
scientific article |
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Analyzing the Fine Structure of Continuous Time Stochastic Processes (English)
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24 August 2012
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statistical inference
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Blumenthal-Getoor index
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Hurst exponent
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Lévy process
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fractional Brownian motion
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stochastic volatility model
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power variation
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high frequency data
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