Spectral estimation of the fractional order of a Lévy process (Q847639): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Spectral estimation of the fractional order of a Lévy process |
scientific article |
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Spectral estimation of the fractional order of a Lévy process (English)
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19 February 2010
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regular Lévy processes
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Blumenthal-Getoor index
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semiparametric estimation
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