Low-frequency estimation of continuous-time moving average Lévy processes

DOI10.3150/17-BEJ1008zbMath1426.62252arXiv1607.00896MaRDI QIDQ1740513

Xianqiang Yang

Publication date: 30 April 2019

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1607.00896

zbMATH Keywords

Mellin transform; moving average; low-frequency estimation

Mathematics Subject Classification ID

60G51: Processes with independent increments; Lévy processes

62M09: Non-Markovian processes: estimation