Reference : Drift estimation with non-gaussian noise using Malliavin calculus
Scientific journals : Article
Physical, chemical, mathematical & earth Sciences : Mathematics
http://hdl.handle.net/10993/32884
Drift estimation with non-gaussian noise using Malliavin calculus
English
Krein, Christian Yves Léopold [University of Luxembourg > Faculty of Science, Technology and Communication (FSTC) > Mathematics Research Unit]
2015
Electronic Journal of Statistics
Institute of Mathematical Statistics
9
2
2976–3045
Yes (verified by ORBilu)
International
1935-7524
Beachwood
OH
http://hdl.handle.net/10993/32884
10.1214/15-EJS1101

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