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CB
Corinne Berzin
Corinne Berzin
12
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L^2-deviation for the variance estimator of a fractional diffusionWschebor Workshop, Dec 2013, Solis, Uruguay
Communication dans un congrès
hal-00947511v1
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Inference for diffusions driven by fractional Brownian motionConferencia León: Análisis, Estadística y Probabilidades, Nov 2011, Caracas, Venezuela
Communication dans un congrès
hal-00947510v1
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Inference on the Hurst parameter and variance of diffusions driven by fractional Brownian motionBickel, P., Diggle, P., Fienberg, S.E., Gather, U., Olkin, I., Zeger, S. Springer, 216, pp.200, 2014, Lectures notes in statistics, Jon Gurstelle, 978-3-319-07874-8. ⟨10.1007/978-3-319-07875-5⟩
Ouvrages
hal-00947513v1
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