Title:Parametric estimation under long-range dependence.
Source:
Theory and applications of long-range dependence,
229--249, Birkhäuser Boston, Boston, MA, 2003.
[此贴子已经被作者于2008-12-2 9:32:27编辑过]
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楼主: weilinhy
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1646
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已经应助ask for a English paper(感谢sheepmiemie神人) |
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已卖:474份资源 院士 3%
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As we all know, fBm cannot be used in finance, because it produces arbitrage.Therefore, fBm in finance is forb
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[img]http://i972.photobucket.com/albums/ae202/sheepmiemie/d50d789d.jpg
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[img]http://i972.photobucket.com/albums/ae202/sheepmiemie/d50d789d.jpg
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