A note on parametric estimation of Lévy moving average processes

DOI10.1007/978-3-030-28665-1_3zbMath1434.62031OpenAlexW2980366986MaRDI QIDQ2179548

Mathias Mørck Ljungdahl, Mark Podolskij

Publication date: 13 May 2020

Full work available at URL: https://doi.org/10.1007/978-3-030-28665-1_3

zbMATH Keywords

weak limit theoremsLévy moving average processesminimal contrast estimation

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Central limit and other weak theorems (60F05) Point estimation (62F10)

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