Variations and estimators for self-similarity parameters via Malliavin calculus
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Publication:971934
DOI10.1214/09-AOP459zbMath1196.60036arXiv0709.3896OpenAlexW1634894495MaRDI QIDQ971934
Ciprian A. Tudor, Frederi G. Viens
Publication date: 17 May 2010
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0709.3896
Central limit and other weak theorems (60F05) Stochastic calculus of variations and the Malliavin calculus (60H07) Self-similar stochastic processes (60G18)
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Uses Software
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