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Publication:3581693
zbMath1196.62112MaRDI QIDQ3581693
Alexandra Chronopoulou, Frederi G. Viens
Publication date: 2 September 2010
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Malliavin calculusHurst parameterquadratic variationmultiple stochastic integralHermite processfractional Brownian motion, non-central limit theorem
Asymptotic properties of parametric estimators (62F12) Non-Markovian processes: estimation (62M09) Stochastic calculus of variations and the Malliavin calculus (60H07) Self-similar stochastic processes (60G18)
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