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

Spectral estimation of the fractional order of a Lévy process

12 January 2010

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

2 / 2 papers shown

Title
Nonparametric estimation of the characteristic triplet of a discretely observed Lévy process S. Gugushvili 94 53 0 22 Jul 2008
Measuring the roughness of random paths by increment ratios Jean‐Marc Bardet D. Surgailis 135 46 0 04 Feb 2008