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Low-frequency estimation of continuous-time moving average Lévy processes - MaRDI portal

Low-frequency estimation of continuous-time moving average Lévy processes (Q1740513)

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Low-frequency estimation of continuous-time moving average Lévy processes
scientific article

    Statements

    title
    Low-frequency estimation of continuous-time moving average Lévy processes (English)
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    author
    Xianqiang Yang
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    published in
    Bernoulli
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    publication date
    30 April 2019
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    zbMATH Keywords
    low-frequency estimation
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    Mellin transform
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    moving average
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    Identifiers

    DOI
    10.3150/17-BEJ1008
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    zbMATH DE Number
    7049395
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    arXiv ID
    1607.00896
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    OpenAlex ID
    W2963133306
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