Article (Scientific journals)
A minimal contrast estimator for the linear fractional stable motion
Ljungdahl, Mathias; Podolskij, Mark
2020In Statistical Inference for Stochastic Processes, 23, p. 381–413
Peer Reviewed verified by ORBi
 

Files


Full Text
1911.04341.pdf
Author preprint (357.35 kB)
Download

All documents in ORBilu are protected by a user license.

Send to



Details



Disciplines :
Mathematics
Author, co-author :
Ljungdahl, Mathias;  Aarhus Universitet - AU > Mathematics
Podolskij, Mark  ;  University of Luxembourg > Faculty of Science, Technology and Medicine (FSTM) > Department of Mathematics (DMATH)
External co-authors :
yes
Language :
English
Title :
A minimal contrast estimator for the linear fractional stable motion
Publication date :
2020
Journal title :
Statistical Inference for Stochastic Processes
ISSN :
1572-9311
Publisher :
Kluwer Academic Publishers, Netherlands
Volume :
23
Pages :
381–413
Peer reviewed :
Peer Reviewed verified by ORBi
Available on ORBilu :
since 06 January 2021

Statistics


Number of views
77 (4 by Unilu)
Number of downloads
40 (4 by Unilu)

Scopus citations®
 
4
Scopus citations®
without self-citations
0
OpenCitations
 
3
WoS citations
 
4

Bibliography


Similar publications



Contact ORBilu