Low-frequency estimation of continuous-time moving average Lévy processes. Belomestny, D., Panov, V., & Woerner, J. H. C. Bernoulli, 25(2):902–931, 2019.
Paper doi bibtex 4 downloads @article {MR3920361,
AUTHOR = {Belomestny, Denis and Panov, Vladimir and Woerner, Jeannette
H. C.},
TITLE = {Low-frequency estimation of continuous-time moving average
{L}\'{e}vy processes},
JOURNAL = {Bernoulli},
FJOURNAL = {Bernoulli. Official Journal of the Bernoulli Society for
Mathematical Statistics and Probability},
VOLUME = {25},
YEAR = {2019},
NUMBER = {2},
PAGES = {902--931},
ISSN = {1350-7265},
MRCLASS = {62M09 (60G51)},
MRNUMBER = {3920361},
DOI = {10.3150/17-bej1008},
URL = {https://doi.org/10.3150/17-bej1008},
}
Downloads: 4
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