Modified wavelet variation for the Hermite processes
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Publication:6525193
arXiv2403.05140MaRDI QIDQ6525193
Laurent Loosveldt, Ciprian A. Tudor
Asymptotic properties of parametric estimators (62F12) Central limit and other weak theorems (60F05) Stochastic integrals (60H05) Stochastic calculus of variations and the Malliavin calculus (60H07) Self-similar stochastic processes (60G18)
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