Spectral estimation of the fractional order of a Lévy process (Q847639)
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scientific article; zbMATH DE number 5673101
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| English | Spectral estimation of the fractional order of a Lévy process |
scientific article; zbMATH DE number 5673101 |
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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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0.8939147
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0.88652647
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0.8854378
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0.88078976
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0.8805126
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0.8774385
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