Application of Malliavin calculus to long-memory parameter estimation for non-Gaussian proc\-esses (Q1022308): Difference between revisions
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| Property / cites work: Estimating the parameters of a fractional Brownian motion by discrete variations of its sample paths / rank | |||
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| Property / cites work: Stein's method on Wiener chaos / rank | |||
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| Property / cites work: The Malliavin Calculus and Related Topics / rank | |||
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| Property / cites work: Central limit theorems for multiple stochastic integrals and Malliavin calculus / rank | |||
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Latest revision as of 15:08, 1 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Application of Malliavin calculus to long-memory parameter estimation for non-Gaussian proc\-esses |
scientific article |
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Application of Malliavin calculus to long-memory parameter estimation for non-Gaussian proc\-esses (English)
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10 June 2009
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