Spectral estimation of the fractional order of a Lévy process (Q847639)
From MaRDI portal
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
