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Asymptotic theory for quadratic variation of harmonizable fractional
  stable processes

Asymptotic theory for quadratic variation of harmonizable fractional stable processes

27 February 2023
A. Basse-O’Connor
M. Podolskij
ArXivPDFHTML

Papers citing "Asymptotic theory for quadratic variation of harmonizable fractional stable processes"

2 / 2 papers shown
Title
Non-ergodic inference for stationary-increment harmonizable stable
  processes
Non-ergodic inference for stationary-increment harmonizable stable processes
Ly Viet Hoang
E. Spodarev
44
0
0
19 Aug 2024
Linear fractional stable motion: a wavelet estimator of the $\al$
  parameter
Linear fractional stable motion: a wavelet estimator of the \al\al\al parameter
Antoine Ayache
Julien Hamonier
60
20
0
07 Feb 2013
1