Estimation of the linear fractional stable motion
From MaRDI portal
Publication:98645
DOI10.48550/arXiv.1802.06373zbMath1453.60088arXiv1802.06373MaRDI QIDQ98645
Mark Podolskij, Stepan Mazur, Dmitry Otryakhin, Stepan Mazur, Dmitry Otryakhin, Mark Podolskij
Publication date: 18 February 2018
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1802.06373
Asymptotic properties of parametric estimators (62F12) Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05) Fractional processes, including fractional Brownian motion (60G22) Non-Markovian processes: estimation (62M09)
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