Drift estimation with non-Gaussian noise using Malliavin calculus
type: Item
instance of: scholarly article
title: Drift estimation with non-Gaussian noise using Malliavin calculus
zbMATH Open document ID: 1335.60124
DOI: 10.1214/15-EJS1101
author: Christian Krein
published in: Electronic Journal of Statistics
publication date: 2016-01-07T00:00:00Z
full work available at URL: https://projecteuclid.org/euclid.ejs/1452004957
Mathematics Subject Classification ID: 60H30
Mathematics Subject Classification ID: 60H07
Mathematics Subject Classification ID: 62M09
Mathematics Subject Classification ID: 62M20
zbMATH DE Number: 6527317
zbMATH Keywords: drift estimation
zbMATH Keywords: Malliavin calculus
zbMATH Keywords: Cramer-Rao bound
zbMATH Keywords: Stein estimator
zbMATH Keywords: Rosenblatt process
MaRDI profile type: Publication
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OpenAlex ID: W2232003246
description: scientific article; zbMATH DE number 6527317