Multidimensional parameter estimation of heavy‐tailed moving averages (Q5043771)
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scientific article; zbMATH DE number 7597054
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multidimensional parameter estimation of heavy‐tailed moving averages |
scientific article; zbMATH DE number 7597054 |
Statements
Multidimensional parameter estimation of heavy‐tailed moving averages (English)
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6 October 2022
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heavy tails
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Lévy processes
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limit theorems
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low frequency
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parametric estimation
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