A minimal contrast estimator for the linear fractional stable motion

Reference : A minimal contrast estimator for the linear fractional stable motion


	Document type :	Scientific journals : Article
	Discipline(s) :	Physical, chemical, mathematical & earth Sciences : Mathematics
	To cite this reference:	http://hdl.handle.net/10993/45352

Title :	A minimal contrast estimator for the linear fractional stable motion
Language :	English
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) >]
Publication date :	2020
Journal title :	Statistical Inference for Stochastic Processes
Publisher :	Kluwer Academic Publishers
Volume :	23
Pages :	381–413
Peer reviewed :	Yes (verified by ORBi^lu)
Audience :	International
ISSN :	1387-0874
e-ISSN :	1572-9311
Country :	Netherlands
Target :	Researchers ; Students
Permalink :	http://hdl.handle.net/10993/45352
DOI :	10.1007/s11203-020-09216-2

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