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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
ArXiv (abs)PDFHTML

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

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Title
Non-ergodic inference for stationary-increment harmonizable stable processes
Non-ergodic inference for stationary-increment harmonizable stable processes
Ly Viet Hoang
E. Spodarev
51
0
0
19 Aug 2024