Analyzing the Fine Structure of Continuous Time Stochastic Processes (Q2904892)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Analyzing the Fine Structure of Continuous Time Stochastic Processes |
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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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