Statistical inference for time-changed Lévy processes via Mellin transform approach. Belomestny, D. & Schoenmakers, J. Stochastic Process. Appl., 126(7):2092–2122, 2016.
Statistical inference for time-changed Lévy processes via Mellin transform approach [link]Paper  doi  bibtex   
@article {MR3483748,
    AUTHOR = {Belomestny, Denis and Schoenmakers, John},
     TITLE = {Statistical inference for time-changed {L}\'{e}vy processes via
              {M}ellin transform approach},
   JOURNAL = {Stochastic Process. Appl.},
  FJOURNAL = {Stochastic Processes and their Applications},
    VOLUME = {126},
      YEAR = {2016},
    NUMBER = {7},
     PAGES = {2092--2122},
      ISSN = {0304-4149},
   MRCLASS = {60G51 (62G07)},
  MRNUMBER = {3483748},
       DOI = {10.1016/j.spa.2016.01.005},
       URL = {https://doi.org/10.1016/j.spa.2016.01.005},
}

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