Application of Malliavin calculus to long-memory parameter estimation for non-Gaussian proc\-esses (Q1022308)
From MaRDI portal
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 |
Statements
Application of Malliavin calculus to long-memory parameter estimation for non-Gaussian proc\-esses (English)
0 references
10 June 2009
0 references
0 references