Low-frequency estimation of continuous-time moving average Lévy processes (Q1740513): Difference between revisions

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+Q3656682
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+Lévy driven moving averages and semimartingales
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+On infinitely divisible semimartingales
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+Estimation and Calibration of Lévy Models via Fourier Methods
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+Statistical inference for time-changed Lévy processes via Mellin transform approach
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+Finite variation of fractional Lévy processes
@@ Property / cites work: Finite variation of fractional Lévy processes / rank @@
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+References
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+A central limit theorem for the sample autocorrelations of a Lévy driven continuous time moving average process
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+A Law of Large Numbers for the Power Variation of Fractional Lévy Processes
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+Bernstein inequality and moderate deviations under strong mixing conditions
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+Q4777828
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+Ambit Fields: Survey and New Challenges
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+Spectral representations of infinitely divisible processes
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+Well-balanced Lévy driven Ornstein–Uhlenbeck processes
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+A Least Squares Estimator for Lévy-driven Moving Averages Based on Discrete Time Observations
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+W2963133306
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