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Estimation of the Hurst and the stability indices of a $H$ -self-similar stable process

18 June 2015

Papers citing "Estimation of the Hurst and the stability indices of a $H$-self-similar stable process"

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Title
Predicting path-dependent processes by deep learning Xudong Zheng Yuecai Han 42 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 45 2 0 27 Feb 2023
A Minimal Contrast Estimator for the Linear Fractional Stable Motion Mathias Mørck Ljungdahl M. Podolskij 49 7 0 08 Nov 2019