Drift estimation with non-Gaussian noise using Malliavin calculus (Q902228)

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Drift estimation with non-Gaussian noise using Malliavin calculus
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    title
    Drift estimation with non-Gaussian noise using Malliavin calculus (English)
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    DOI
    10.1214/15-EJS1101
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    author
    Christian Krein
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    publication date
    7 January 2016
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    Mathematics Subject Classification ID
    60H30
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    60H07
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    62M09
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    62M20
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    zbMATH DE Number
    6527317
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    zbMATH Keywords
    drift estimation
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    Malliavin calculus
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    Cramer-Rao bound
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    Stein estimator
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    Rosenblatt process
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