Spectral estimation of the fractional order of a Lévy process (Q847639): Difference between revisions
From MaRDI portal
Set profile property. |
Changed an Item |
||
Property / arXiv ID | |||
Property / arXiv ID: 1001.1820 / rank | |||
Normal rank |
Revision as of 18:03, 18 April 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Spectral estimation of the fractional order of a Lévy process |
scientific article |
Statements
Spectral estimation of the fractional order of a Lévy process (English)
0 references
19 February 2010
0 references
regular Lévy processes
0 references
Blumenthal-Getoor index
0 references
semiparametric estimation
0 references