Analysis of Variations for Self-similar Processes: A Stochastic Calculus Approach

By Ciprian A. Tudor. 2013

93 citations recorded by the source corpus.

View Paper: https://www.semanticscholar.org/paper/56a70c3e8b090c6c5531ad36577997be2fd8e29c

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1. T. T. Diu Tran
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4. Sourav Chatterjee
5. Lihu Xu
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Citations in the corpus

• Statistical inference for Vasicek-type model driven by Hermite processes (2017, background): “[25] C. A. Tudor (2013): Analysis of variations for self-similar processes: A stochastic calculus approach.”