Profil

KREIN Christian Yves Léopold

Main Referenced Co-authors
Main Referenced Keywords
Drift estimation (1); Malliavin Calculus (1); Weak convergence on Wiener Space (1);
Main Referenced Disciplines
Mathematics (2)

Publications (total 2)

The most cited

1 citations (WOS)

Krein, C. Y. L. (2015). Drift estimation with non-gaussian noise using Malliavin calculus. Electronic Journal of Statistics, 9 (2), 2976–3045. doi:10.1214/15-EJS1101 https://hdl.handle.net/10993/32884

Krein, C. Y. L. (2017). CONTRIBUTIONS TO THE STATISTICS OF RANDOM PROCESSES USING MALLIAVIN CALCULUS [Doctoral thesis, Unilu - University of Luxembourg]. ORBilu-University of Luxembourg. https://orbilu.uni.lu/handle/10993/33767

Krein, C. Y. L. (2015). Drift estimation with non-gaussian noise using Malliavin calculus. Electronic Journal of Statistics, 9 (2), 2976–3045. doi:10.1214/15-EJS1101
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