Parameter estimation for alpha-fractional bridges

Reference : Parameter estimation for alpha-fractional bridges


	Document type :	Parts of books : Contribution to collective works
	Discipline(s) :	Physical, chemical, mathematical & earth Sciences : Mathematics
	To cite this reference:	http://hdl.handle.net/10993/19273

Title :	Parameter estimation for alpha-fractional bridges
Language :	English
Author, co-author :	Es-Sebaiy, Khalifa []
	Nourdin, Ivan [University of Luxembourg > Faculty of Science, Technology and Communication (FSTC) > Mathematics Research Unit >]
Publication date :	2013
Main document title :	Malliavin calculus and stochastic analysis
Publisher :	Springer
Collection and collection volume :	Proceedings in Mathematics and Statistics
Peer reviewed :	Yes
Permalink :	http://hdl.handle.net/10993/19273

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Open access	bridge-fractional.pdf		Author preprint	456.04 kB	View/Open

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