Work

Optimal rates for parameter estimation of stationary Gaussian processes

Year: 2018

Type: article

Source: Stochastic Processes and their Applications

DOI: 10.1016/j.spa.2018.08.010

Authors: Khalifa Es-Sebaiy, Frederi G. Viens

Institutions: Kuwait University, Michigan State University

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: bronze

Funder: National Science Foundation

Awards: Topics in stochastic analysis and Malliavin calculus, Topics in stochastic analysis and Malliavin calculus

OpenAlex ID: W2299805253

FWCI: 9.25

Cites: 30

Cited by: 51

Related to: 10