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Found 34 Documents (Results 1–34)

Limit theorems for quadratic variations of the Lei-Nualart process. (English) Zbl 1423.60058

Silvestrov, Sergei (ed.) et al., Stochastic processes and applications. SPAS2017, Västerås and Stockholm, Sweden, October 4–6, 2017. Cham: Springer. Springer Proc. Math. Stat. 271, 105-121 (2018).
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Parameter estimation for \(\alpha\)-fractional bridges. (English) Zbl 1268.62099

Viens, Frederi (ed.) et al., Malliavin calculus and stochastic analysis. A Festschrift in honor of David Nualart. New York, NY: Springer (ISBN 978-1-4614-5905-7/hbk; 978-1-4614-5906-4/ebook). Springer Proceedings in Mathematics & Statistics 34, 385-412 (2013).
MSC:  62M05 60G22 62F12
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