Scaling properties of the empirical structure function of linear fractional stable motion and estimation of its parameters
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Publication:2355678
DOI10.1007/s10955-014-1126-4zbMath1319.60080OpenAlexW2059683752MaRDI QIDQ2355678
Danijel Grahovac, Murad S. Taqqu, Nikolai N. Leonenko
Publication date: 24 July 2015
Published in: Journal of Statistical Physics (Search for Journal in Brave)
Full work available at URL: http://orca.cf.ac.uk/65996/1/GLT_JSP_15.pdf
Fractional processes, including fractional Brownian motion (60G22) Point estimation (62F10) Self-similar stochastic processes (60G18) Stable stochastic processes (60G52)
Related Items (5)
A minimal contrast estimator for the linear fractional stable motion ⋮ Estimation of mixed fractional stable processes using high-frequency data ⋮ On limit theory for Lévy semi-stationary processes ⋮ Estimation of the linear fractional stable motion ⋮ BOUNDS ON THE SUPPORT OF THE MULTIFRACTAL SPECTRUM OF STOCHASTIC PROCESSES
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