Mathias Mørck Ljungdahl

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Multidimensional parameter estimation of heavy-tailed moving averages
Scandinavian Journal of Statistics
2022-10-06Paper
Multi-dimensional normal approximation of heavy-tailed moving averages
Stochastic Processes and their Applications
2022-02-11Paper
A minimal contrast estimator for the linear fractional stable motion
Statistical Inference for Stochastic Processes
2020-08-25Paper
A note on parametric estimation of Lévy moving average processes2020-05-13Paper
A limit theorem for a class of stationary increments Lévy moving average process with multiple singularities
Modern Stochastics. Theory and Applications
2019-05-17Paper


Research outcomes over time


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