PARAMETER ESTIMATION ON FRACTIONAL BROWNIAN MOTION

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Bibliographic Details
Main Author:	LI DAN
Other Authors:	PHYSICS
Format:	Theses and Dissertations
Language:	English
Published:	2015
Subjects:	fractional Brownian motion, Hurst exponent estimation
Online Access:	http://scholarbank.nus.edu.sg/handle/10635/121097
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Institution:	National University of Singapore
Language:	English

id	sg-nus-scholar.10635-121097
record_format	dspace
spelling	sg-nus-scholar.10635-1210972015-10-02T06:15:06Z PARAMETER ESTIMATION ON FRACTIONAL BROWNIAN MOTION LI DAN PHYSICS TSANG MAN KEI fractional Brownian motion, Hurst exponent estimation Master's MASTER OF SCIENCE 2015-09-30T18:00:48Z 2015-09-30T18:00:48Z 2015-06-10 Thesis LI DAN (2015-06-10). PARAMETER ESTIMATION ON FRACTIONAL BROWNIAN MOTION. ScholarBank@NUS Repository. http://scholarbank.nus.edu.sg/handle/10635/121097 NOT_IN_WOS en
institution	National University of Singapore
building	NUS Library
country	Singapore
collection	ScholarBank@NUS
language	English
topic	fractional Brownian motion, Hurst exponent estimation
spellingShingle	fractional Brownian motion, Hurst exponent estimation LI DAN PARAMETER ESTIMATION ON FRACTIONAL BROWNIAN MOTION
description	Master's
author2	PHYSICS
author_facet	PHYSICS LI DAN
format	Theses and Dissertations
author	LI DAN
author_sort	LI DAN
title	PARAMETER ESTIMATION ON FRACTIONAL BROWNIAN MOTION
title_short	PARAMETER ESTIMATION ON FRACTIONAL BROWNIAN MOTION
title_full	PARAMETER ESTIMATION ON FRACTIONAL BROWNIAN MOTION
title_fullStr	PARAMETER ESTIMATION ON FRACTIONAL BROWNIAN MOTION
title_full_unstemmed	PARAMETER ESTIMATION ON FRACTIONAL BROWNIAN MOTION
title_sort	parameter estimation on fractional brownian motion
publishDate	2015
url	http://scholarbank.nus.edu.sg/handle/10635/121097
_version_	1681095721459122176

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