Parameter estimation for alpha-fractional bridges

Contribution to collective works (Parts of books)

Es-Sebaiy, Khalifa; Nourdin, Ivan

2013 • In Malliavin calculus and stochastic analysis

Peer reviewed

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bridge-fractional.pdf

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Disciplines :

Mathematics

Author, co-author :

Es-Sebaiy, Khalifa

Nourdin, Ivan ; University of Luxembourg > Faculty of Science, Technology and Communication (FSTC) > Mathematics Research Unit

Language :

English

Title :

Parameter estimation for alpha-fractional bridges

Publication date :

2013

Main work title :

Malliavin calculus and stochastic analysis

Publisher :

Springer

Collection name :

Proceedings in Mathematics and Statistics

Peer reviewed :

Peer reviewed

Available on ORBilu :

since 23 December 2014

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