Series Representation of Jointly S$$\alpha $$S Distribution via Symmetric Covariations
Author:
Publisher
Springer Science and Business Media LLC
Subject
Applied Mathematics,Computational Mathematics,Statistics and Probability
Link
https://link.springer.com/content/pdf/10.1007/s40304-020-00216-5.pdf
Reference41 articles.
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3. Ayache, A., Hamonier, J.: Linear fractional stable motion: a wavelet estimator of the $$\alpha $$ parameter. Stat. Probab. Lett. 82, 1569–1575 (2012)
4. Ayache, A., Hamonier, J.: Linear multifractional stable motion: wavelet estimation of $${H}(\cdot )$$ and $$\alpha $$ parameters. Lith. Math. J. 55, 159–192 (2015)
5. Ayache, A., Hamonier, J.: Uniformly and strongly consistent estimation for the Hurst function of a linear multifractional stable motion. Bernoulli 23, 1365–1407 (2017)
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