Estimation of the drift of a Gaussian process under balanced loss function (Q5046809)
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scientific article; zbMATH DE number 7613949
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| English | Estimation of the drift of a Gaussian process under balanced loss function |
scientific article; zbMATH DE number 7613949 |
Statements
Estimation of the drift of a Gaussian process under balanced loss function (English)
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9 November 2022
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drift estimation
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Malliavin calculus
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balanced loss
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James-Stein estimator
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Baranchik type estimators
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fractional Brownian motion
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