Multidimensional parameter estimation of heavy-tailed moving averages (Q5043771)
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scientific article; zbMATH DE number 7597054
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| default for all languages | No label defined |
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| English | Multidimensional parameter estimation of heavy-tailed moving averages |
scientific article; zbMATH DE number 7597054 |
Statements
Multidimensional parameter estimation of heavy‐tailed moving averages (English)
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6 October 2022
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heavy tails
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Lévy processes
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limit theorems
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low frequency
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parametric estimation
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0.8281794190406799
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0.7794824242591858
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0.7539747953414917
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0.7524153590202332
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