Malliavin calculus approach to statistical inference for Lévy driven SDE's (Q2340302)
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scientific article
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| English | Malliavin calculus approach to statistical inference for Lévy driven SDE's |
scientific article |
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Malliavin calculus approach to statistical inference for Lévy driven SDE's (English)
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16 April 2015
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Malliavin calculus
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likelihood function
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Lévy driven SDE
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regular statistical experiment
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Cramer-Rao inequality
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0.8534401655197144
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0.8018944263458252
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0.7799526453018188
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0.758823812007904
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0.7535183429718018
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