Drift estimation with non-Gaussian noise using Malliavin calculus (Q902228)
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scientific article; zbMATH DE number 6527317
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| English | Drift estimation with non-Gaussian noise using Malliavin calculus |
scientific article; zbMATH DE number 6527317 |
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Drift estimation with non-Gaussian noise using Malliavin calculus (English)
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7 January 2016
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drift estimation
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Malliavin calculus
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Cramer-Rao bound
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Stein estimator
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Rosenblatt process
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0.7633730173110962
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0.7439234852790833
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0.7430601119995117
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0.734433114528656
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0.7255920767784119
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