Pages that link to "Item:Q1022308"

The following pages link to Application of Malliavin calculus to long-memory parameter estimation for non-Gaussian proc\-esses (Q1022308):

Displaying 8 items.

• Remarks on confidence intervals for self-similarity parameter of a subfractional Brownian motion (Q410231) (← links)
• A strong convergence to the Rosenblatt process (Q412475) (← links)
• A wavelet analysis of the Rosenblatt process: chaos expansion and estimation of the self-similarity parameter (Q608212) (← links)
• Regularization and integral representations of Hermite processes (Q613203) (← links)
• Variations and Hurst index estimation for a Rosenblatt process using longer filters (Q1952030) (← links)
• Local and implied volatilities with the mixed-modified-fractional-Dupire model (Q2169607) (← links)
• Berry-Esséen Bounds for Long Memory Moving Averages via Stein's Method and Malliavin Calculus (Q3094226) (← links)
• <i>p^th</i> Moment stability of fractional stochastic differential inclusions via resolvent operators driven by the Rosenblatt process and poisson jumps with impulses (Q5086531) (← links)