Variations and estimators for self-similarity parameter of sub-fractional Brownian motion via Malliavin calculus (Q4976209)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Variations and estimators for self-similarity parameter of sub-fractional Brownian motion via Malliavin calculus |
scientific article; zbMATH DE number 6754416
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Variations and estimators for self-similarity parameter of sub-fractional Brownian motion via Malliavin calculus |
scientific article; zbMATH DE number 6754416 |
Statements
Variations and estimators for self-similarity parameter of sub-fractional Brownian motion via Malliavin calculus (English)
0 references
27 July 2017
0 references
subfractional Brownian motion
0 references
multiple stochastic integrals
0 references
Malliavin calculus
0 references
self-similarity
0 references
statistical estimation
0 references
quadratic variation
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
