Estimation of mixed fractional stable processes using high-frequency data (Q6183766)
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scientific article; zbMATH DE number 7783527
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| English | Estimation of mixed fractional stable processes using high-frequency data |
scientific article; zbMATH DE number 7783527 |
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Estimation of mixed fractional stable processes using high-frequency data (English)
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4 January 2024
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high frequency data
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linear fractional stable motion
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Lévy processes
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parametric estimation
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self-similar processes
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0.8324297666549683
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0.8096140623092651
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0.8026307821273804
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0.7880595922470093
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