Low frequency estimation of continuous-time moving average Lévy processes

4 July 2016

Papers citing "Low frequency estimation of continuous-time moving average Lévy processes"

5 / 5 papers shown

Title
Spectral bootstrap confidence bands for Lévy-driven moving average processes Denis Belomestny E. Ivanova T. Orlova 20 0 0 12 Nov 2022
Modelling the Bitcoin prices and the media attention to Bitcoin via the jump-type processes Ekaterina N. Morozova V. Panov 19 0 0 25 Oct 2022
On a linear functional for infinitely divisible moving average random fields Stefan Roth 8 0 0 21 Oct 2018
A solution to a linear integral equation with an application to statistics of infinitely divisible moving averages Jochen Gluck Stefan Roth E. Spodarev 21 2 0 05 Jul 2018
An Inverse Problem for Infinitely Divisible Moving Average Random Fields Wolfgang Karcher Stefan Roth E. Spodarev Corinna Walk 26 5 0 26 May 2017