Low-frequency estimation of continuous-time moving average Lévy processes. Belomestny, D., Panov, V., & Woerner, J. H. C. Bernoulli, 25(2):902–931, 2019.
Low-frequency estimation of continuous-time moving average Lévy processes [link]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},
}

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