Statistical inference for time-changed Lévy processes via composite characteristic function estimation. Belomestny, D. Ann. Statist., 39(4):2205–2242, 2011.
Paper doi bibtex @article {MR2893866,
AUTHOR = {Belomestny, Denis},
TITLE = {Statistical inference for time-changed {L}\'{e}vy processes via
composite characteristic function estimation},
JOURNAL = {Ann. Statist.},
FJOURNAL = {The Annals of Statistics},
VOLUME = {39},
YEAR = {2011},
NUMBER = {4},
PAGES = {2205--2242},
ISSN = {0090-5364},
MRCLASS = {62G05 (60G51 62F12)},
MRNUMBER = {2893866},
MRREVIEWER = {Stergios B. Fotopoulos},
DOI = {10.1214/11-AOS901},
URL = {https://doi.org/10.1214/11-AOS901},
}
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