Reference : A minimal contrast estimator for the linear fractional stable motion
Scientific journals : Article
Physical, chemical, mathematical & earth Sciences : Mathematics
http://hdl.handle.net/10993/45352
A minimal contrast estimator for the linear fractional stable motion
English
Ljungdahl, Mathias mailto [Aarhus Universitet - AU > Mathematics]
Podolskij, Mark mailto [University of Luxembourg > Faculty of Science, Technology and Medicine (FSTM) > Department of Mathematics (DMATH) >]
2020
Statistical Inference for Stochastic Processes
Kluwer Academic Publishers
23
381–413
Yes (verified by ORBilu)
International
1387-0874
1572-9311
Netherlands
Researchers ; Students
http://hdl.handle.net/10993/45352
10.1007/s11203-020-09216-2

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