$Spectral estimation of the fractional order of a Lévy process$

Spectral estimation of the fractional order of a Lévy process

12 January 2010

Denis Belomestny

Papers citing "Spectral estimation of the fractional order of a Lévy process"

5 / 5 papers shown

Title
Estimating a multivariate Lévy density based on discrete observations Maximilian F. Steffen 24 0 0 23 May 2023
The Normal-Generalised Gamma-Pareto process: A novel pure-jump Lévy process with flexible tail and jump-activity properties Fadhel Ayed Juho Lee François Caron 20 2 0 19 Jun 2020
Realized Laplace transforms for pure-jump semimartingales Viktor Todorov George Tauchen 73 34 0 24 Jul 2012
Nonparametric estimation of the characteristic triplet of a discretely observed Lévy process S. Gugushvili 115 53 0 22 Jul 2008
Measuring the roughness of random paths by increment ratios Jean‐Marc Bardet D. Surgailis 147 46 0 04 Feb 2008