Statistical inference and Malliavin calculus
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Publication:2904869
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Cites work
- scientific article; zbMATH DE number 797357 (Why is no real title available?)
- A central limit theorem for realised power and bipower variation of continuous semimartingales
- Canonical Lévy process and Malliavin calculus
- Local asymptotic mixed normality property for elliptic diffusion: A Malliavin calculus approach
- Malliavin Monte Carlo Greeks for jump diffusions
- Some classes of global Cramér-Rao bounds
- Statistical inference for ergodic diffusion processes.
- Stein estimation for the drift of Gaussian processes using the Malliavin calculus
- Stein estimation of Poisson process intensities
- Superefficient drift estimation on the Wiener space
- The Malliavin Calculus and Related Topics
Cited in
(8)- scientific article; zbMATH DE number 4005258 (Why is no real title available?)
- scientific article; zbMATH DE number 926563 (Why is no real title available?)
- Erratum
- Malliavin calculus approach to statistical inference for Lévy driven SDE's
- scientific article; zbMATH DE number 3468723 (Why is no real title available?)
- Functional Cramér-Rao bounds and Stein estimators in Sobolev spaces, for Brownian motion and Cox processes
- scientific article; zbMATH DE number 6130543 (Why is no real title available?)
- Statistical inference using the Morse-Smale complex
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