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Parameter Estimation in Fractional Stochastic Differential Equations - Synthesis Lectures on Mathematics & Statistics Jaya P.N. Bishwal
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.
| Media | Books Hardcover Book (Book with hard spine and cover) |
| To be released | August 10, 2026 |
| ISBN13 | 9783032220110 |
| Publishers | Springer Nature Switzerland AG |
| Pages | 361 |
| Dimensions | 150 × 220 × 20 mm · 574 g (Weight (estimated)) |