Article (Scientific journals)
Estimation of mixed fractional stable processes using high-frequency data
Mies, Fabian; PODOLSKIJ, Mark
2023In Annals of Statistics, 51 (5), p. 1946-1964
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Disciplines :
Mathematics
Author, co-author :
Mies, Fabian
PODOLSKIJ, Mark  ;  University of Luxembourg > Faculty of Science, Technology and Medicine (FSTM) > Department of Mathematics (DMATH)
External co-authors :
yes
Language :
English
Title :
Estimation of mixed fractional stable processes using high-frequency data
Publication date :
01 October 2023
Journal title :
Annals of Statistics
ISSN :
0090-5364
eISSN :
2168-8966
Publisher :
Institute of Mathematical Statistics, Cleveland, United States - Ohio
Volume :
51
Issue :
5
Pages :
1946-1964
Peer reviewed :
Peer Reviewed verified by ORBi
European Projects :
H2020 - 815703 - STAMFORD - Statistical Methods For High Dimensional Diffusions
Name of the research project :
Statistical Methods For High Dimensional Diffusions
Funders :
ERC - European Research Council
Union Européenne
Funding number :
815703
Available on ORBilu :
since 24 November 2023

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