Parameter Estimation for Lévy-Driven Continuous-Time Linear Models with Tapered Data
Author:
Funder
National Science Foundation
Publisher
Springer Science and Business Media LLC
Subject
Applied Mathematics
Link
http://link.springer.com/content/pdf/10.1007/s10440-019-00289-7.pdf
Reference30 articles.
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3. Anh, V.V., Leonenko, N.N., Sakhno, L.M.: Quasi-likelihood-based higher-order spectral estimation of random fields with possible long-range dependence. Stochastic methods and their applications. J. Appl. Probab. 41A, 35–53 (2004)
4. Anh, V.V., Leonenko, N.N., Sakhno, L.M.: Minimum contrast estimation of random processes based on information of second and third orders. J. Stat. Plan. Inference 137, 1302–1331 (2007)
5. Avram, F., Leonenko, N.N., Sakhno, L.: On a Szegö type limit theorem, the Hölder-young-brascamp-Lieb inequality, and the asymptotic theory of integrals and quadratic forms of stationary fields. ESAIM Probab. Stat. 14, 210–255 (2010)
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