Inference on the Hurst Parameter and the Variance of Diffusions Driven by Fractional Brownian Motion - Berzin, Corinne a Latour, Alain a Leon, Jose R.

The models studied are fractional Brownian motions and processes that derive from them through stochastic differential equations.Concerning the proofs of the limit theorems, the "Fourth Moment Theorem" is systematically used, as it produces rapid and helpful proofs that can serve as models for the future.