Variations and estimators for selfsimilarity parameters via Malliavin calculus

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Self-similarity parameter estimation and reproduction property for non-Gaussian Hermite processes (2008, methodology): “Some of the aspects of this theorem had been discovered in the case of q = 2 (Rosenblatt process) in [ 23 ].”
On the distribution of the Rosenblatt process (2013, background): “(See Pipiras and Taqqu (2010), Tudor (2008), Tudor and Viens (2009), Veillette and Taqqu (in press) among others.)”
Statistical inference for Vasicek-type model driven by Hermite processes (2017, methodology): “With the exception of the aforementioned papers [5, 6, 14, 27], all these papers, and the current paper, make no attempt to estimate the Hurst parameter H.”
A least square-type procedure for parameter estimation in stochastic differential equations with additive fractional noise (2011, background): “VariationsofFractionalBrownianMotion. The following result for the behavior of the quadratic variations of a one-dimensional fractional Brownian motion β with Hurst parameter H is well known, see e.g [23]. Indeed, for H < 3/4 we have E 1 n nX−1 k=0 |δkk+1β| 2 − 1 2 ≤ cH · 1 n , (7) while for H = ”