A minimal contrast estimator for the linear fractional stable motion-Reference-Cited by-同舟云学术

A minimal contrast estimator for the linear fractional stable motion

Published:2020-06-03 Issue:2 Volume:23 Page:381-413
ISSN:1387-0874
Container-title:Statistical Inference for Stochastic Processes
language:en
Short-container-title:Stat Inference Stoch Process

Author:

Ljungdahl Mathias Mørck,Podolskij Mark

Publisher

Springer Science and Business Media LLC

Subject

Statistics and Probability

Link

http://link.springer.com/content/pdf/10.1007/s11203-020-09216-2.pdf

Reference29 articles.

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3. Basse-O’Connor A, Heinrich C, Podolskij M (2019) On limit theory for functionals of stationary increments Lévy driven moving averages. Electron J Probab 24(79):1–42

4. Basse-O’Connor A, Lachièze-Rey R, Podolskij M (2017) Power variation for a class of Lévy driven moving averages. Ann Probab 45(6B):4477–4528

5. Benassi A, Cohen S, Istas J (2004) On roughness indices for fractional fields. Bernoulli 10(2):357–373

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