Estimation of number of the derivatives of a Gaussian process

DOI10.1016/j.crma.2006.10.012zbMath1108.62081OpenAlexW2041955491MaRDI QIDQ869469

Delphine Blanke, Céline Vial

Publication date: 2 March 2007

Published in: Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.crma.2006.10.012

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Non-Markovian processes: estimation (62M09)

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