A Minimal Contrast Estimator for the Linear Fractional Stable Motion

8 November 2019

Papers citing "A Minimal Contrast Estimator for the Linear Fractional Stable Motion"

3 / 3 papers shown

Title
Non-ergodic inference for stationary-increment harmonizable stable processes Ly Viet Hoang E. Spodarev 39 0 0 19 Aug 2024
$Asymptotic theory for quadratic variation of harmonizable fractional stable processes$ Asymptotic theory for quadratic variation of harmonizable fractional stable processes A. Basse-O’Connor M. Podolskij 25 2 0 27 Feb 2023
$Linear fractional stable motion: a wavelet estimator of the $\al$ parameter$ Linear fractional stable motion: a wavelet estimator of the $\al$ parameter Antoine Ayache Julien Hamonier 57 20 0 07 Feb 2013