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1506.05593
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Estimation of the Hurst and the stability indices of a
H
H
H
-self-similar stable process
18 June 2015
Thi To Nhu Dang
J. Istas
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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
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Asymptotic theory for quadratic variation of harmonizable fractional stable processes
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M. Podolskij
45
2
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27 Feb 2023
A Minimal Contrast Estimator for the Linear Fractional Stable Motion
Mathias Mørck Ljungdahl
M. Podolskij
49
7
0
08 Nov 2019
1