Parameter estimation in fractional stochastic differential equations
Auteur :
Bishwal, Jaya P.N.
Éditeur :
Springer Nature Switzerland AG
ISBN :
9783032220110
Date de publication :
19 août 2026
Dimensions :
24,0 x 16,8 cm
Langue :
Anglais
Pays d'origine :
Suisse
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.