Article (Scientific journals)
Drift estimation with non-gaussian noise using Malliavin calculus
Krein, Christian Yves Léopold
2015In Electronic Journal of Statistics, 9 (2), p. 2976–3045
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Disciplines :
Mathematics
Author, co-author :
Krein, Christian Yves Léopold ;  University of Luxembourg > Faculty of Science, Technology and Communication (FSTC) > Mathematics Research Unit
External co-authors :
no
Language :
English
Title :
Drift estimation with non-gaussian noise using Malliavin calculus
Publication date :
2015
Journal title :
Electronic Journal of Statistics
ISSN :
1935-7524
Publisher :
Institute of Mathematical Statistics, Beachwood, United States - Ohio
Volume :
9
Issue :
2
Pages :
2976–3045
Peer reviewed :
Peer Reviewed verified by ORBi
Available on ORBilu :
since 07 November 2017

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