A unifying approach to fractional Lévy processes
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Cites work
- Finite variation of fractional Lévy processes
- Fractional Brownian Motions, Fractional Noises and Applications
- Fractional Lévy processes with an application to long memory moving average processes
- Lévy driven moving averages and semimartingales
- On roughness indices for fractional fields
- Spectral representations of infinitely divisible processes
- Student processes
- Variational sums and power variation: a unifying approach to model selection and estimation in semimartingale models
Cited in
(20)- Parameter estimation for the discretely observed vasicek model with small fractional Lévy noise
- Parameter estimation for Ornstein-Uhlenbeck processes driven by fractional Lévy process
- Least squares estimator of Ornstein-Uhlenbeck processes driven by fractional Lévy processes with periodic mean
- Nonparametric estimation of trend for stochastic differential equations driven by fractional Levy process
- On fractional Lévy processes: tempering, sample path properties and stochastic integration
- Least squares estimator for Ornstein-Uhlenbeck processes driven by fractional Lévy processes from discrete observations
- A generalised Itō formula for Lévy-driven Volterra processes
- Affine representations of fractional processes with applications in mathematical finance
- Fractional Lévy processes with an application to long memory moving average processes
- Generalized fractional Lévy processes with fractional Brownian motion limit
- Persistence probabilities and exponents
- scientific article; zbMATH DE number 4133237 (Why is no real title available?)
- Fractional Lévy processes as a result of compact interval integral transformation
- Least squares estimator for stochastic differential equations driven by small fractional Lévy noises from discrete observations
- Maximal inequalities for fractional Lévy and related processes
- Finite variation of fractional Lévy processes
- A Law of Large Numbers for the Power Variation of Fractional Lévy Processes
- Least squares estimator for Ornstein–Uhlenbeck processes driven by small fractional Lévy noises
- FRACTIONAL LÉVY PROCESSES AND NOISES ON GEL′FAND TRIPLE
- Fractional processes and their statistical inference: an overview
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