Low-frequency estimation of continuous-time moving average Lévy processes-Reference-Cited by-同舟云学术

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Low-frequency estimation of continuous-time moving average Lévy processes

Published:2019-05-01 Issue:2 Volume:25 Page:
ISSN:1350-7265
Container-title:Bernoulli
language:
Short-container-title:Bernoulli

Author:

Belomestny Denis,Panov Vladimir,Woerner Jeannette H.C.

Publisher

Bernoulli Society for Mathematical Statistics and Probability

Subject

Statistics and Probability

Cited by 7 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Modelling the Bitcoin prices and media attention to Bitcoin via the jump‐type processes;Applied Stochastic Models in Business and Industry;2023-07-13

2. A solution to a linear integral equation with an application to statistics of infinitely divisible moving averages;Scandinavian Journal of Statistics;2021-10-29

3. Kernel estimation for Lévy driven stochastic convolutions;Statistics & Risk Modeling;2021-01-01

4. Finite Mixture Approximation of CARMA(p,q) Models;SIAM Journal on Financial Mathematics;2021-01

5. Nonparametric estimation for i.i.d. Gaussian continuous time moving average models;Statistical Inference for Stochastic Processes;2020-09-25

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