Application of Malliavin calculus to long-memory parameter estimation for non-Gaussian processes

Keyphrases

• Parameter Estimation 100%
• Malliavin Calculus 100%
• Long Memory Parameter 100%
• Non-Gaussian Process 100%
• Mean Square 50%
• Wiener 50%
• Random Variables 50%
• Paris 50%
• Hermite Process 50%
• Integral Calculus 50%
• Quadratic Variation 50%
• Hurst Parameter 50%
• Long Memory 50%
• Stochastic Integral 50%
• Strongly Consistent Estimators 50%

Mathematics

• Parameter Estimation 100%
• Malliavin Calculus 100%
• Gaussian Process 100%
• Random Variable 50%
• Mean Square 50%
• Consistent Estimator 50%
• Integral Calculus 50%
• Stochastic Integral 50%
• Quadratic Variation 50%
• Hurst Parameter 50%
• Rosenblatt 50%