Variations and estimators for self-similarity parameter of sub-fractional Brownian motion via Malliavin calculus (Q4976209)
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scientific article; zbMATH DE number 6754416
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Variations and estimators for self-similarity parameter of sub-fractional Brownian motion via Malliavin calculus |
scientific article; zbMATH DE number 6754416 |
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Variations and estimators for self-similarity parameter of sub-fractional Brownian motion via Malliavin calculus (English)
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27 July 2017
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subfractional Brownian motion
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multiple stochastic integrals
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Malliavin calculus
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self-similarity
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statistical estimation
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quadratic variation
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