Stein Estimation for the Drift of Gaussian Processes Using the Malliavin Calculus
Nicolas Privault and Anthony Réveillac
- 期刊名称The Annals of Statistics
- 作者Nicolas Privault and Anthony Réveillac
- 卷第36卷
- 期第5期
- 印刷ISSN0090-5364
- 文件大小1141.59KB
- 发表时间2008-10
- DOI10.2307/25464721
- 页码2531-2550