Local asymptotic self-similarity for heavy-tailed harmonizable fractional Lévy motions
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Publication:5000394
DOI10.1051/ps/2021011zbMath1478.60122arXiv1801.04143OpenAlexW3177239162MaRDI QIDQ5000394
Andreas Basse-O'Connor, Thorbjørn Grønbæk, Mark Podolskij
Publication date: 13 July 2021
Published in: ESAIM: Probability and Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1801.04143
Infinitely divisible distributions; stable distributions (60E07) Central limit and other weak theorems (60F05) Fractional processes, including fractional Brownian motion (60G22)
Uses Software
Cites Work
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