PATHWISE IDENTIFICATION OF THE MEMORY FUNCTION OF MULTIFRACTIONAL BROWNIAN MOTION WITH APPLICATION TO FINANCE (Q4675938)
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scientific article; zbMATH DE number 2166061
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | PATHWISE IDENTIFICATION OF THE MEMORY FUNCTION OF MULTIFRACTIONAL BROWNIAN MOTION WITH APPLICATION TO FINANCE |
scientific article; zbMATH DE number 2166061 |
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PATHWISE IDENTIFICATION OF THE MEMORY FUNCTION OF MULTIFRACTIONAL BROWNIAN MOTION WITH APPLICATION TO FINANCE (English)
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6 May 2005
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(multi)fractional Brownian motion
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LRD estimators
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financial markets
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