Spectral estimation of the fractional order of a Lévy process. Belomestny, D. Ann. Statist., 38(1):317–351, 2010.
Spectral estimation of the fractional order of a Lévy process [link]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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