ESAIM: Probability and Statistics (ESAIM: P&S)

One-step estimation for the fractional Gaussian noise at high-frequency

Alexandre Brouste, Marius Soltane and Irene Votsi

ESAIM: PS, 24 (2020) 827-841

Published online: 24 November 2020

DOI: 10.1051/ps/2020022

Alexandre Brouste

Marius Soltane

Irene Votsi

Articles written by ALL the selected authors (AND)

Articles written by ANY OF the selected authors (OR)