VARIATIONS AND ESTIMATORS FOR SELF-SIMILARITY PARAMETERS...

The Annals of Probability 2009 / 11 Vol. 37; Iss. 6

VARIATIONS AND ESTIMATORS FOR SELF-SIMILARITY PARAMETERS VIA MALLIAVIN CALCULUS

Ciprian A. Tudor and Frederi G. Viens
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Volume:
37
Language:
english
Journal:
The Annals of Probability
DOI:
10.2307/27795071
Date:
November, 2009
File:
PDF, 2.28 MB
english, 2009
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