Modified wavelet variation for the Hermite processes

MaRDI QIDQ6525193arXivFDO

Authors Laurent Loosveldt, Ciprian A. Tudor

Published in arXiv

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Self-similar stochastic processes (60G18) Stochastic integrals (60H05) Stochastic calculus of variations and the Malliavin calculus (60H07) Asymptotic properties of parametric estimators (62F12)

This page was built for publication: Modified wavelet variation for the Hermite processes

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6525193)