Spectral estimation of the fractional order of a Lévy process. Belomestny, D. Ann. Statist., 38(1):317–351, 2010.
Paper doi bibtex @article {MR2589324,
AUTHOR = {Belomestny, Denis},
TITLE = {Spectral estimation of the fractional order of a {L}\'{e}vy
process},
JOURNAL = {Ann. Statist.},
FJOURNAL = {The Annals of Statistics},
VOLUME = {38},
YEAR = {2010},
NUMBER = {1},
PAGES = {317--351},
ISSN = {0090-5364},
MRCLASS = {62F10 (60G51 62F25 62H12 62J12)},
MRNUMBER = {2589324},
MRREVIEWER = {Sreenivasan Ravi},
DOI = {10.1214/09-AOS715},
URL = {https://doi.org/10.1214/09-AOS715},
}
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