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How close are time series to power tail L\'evy diffusions? - MaRDI portal

How close are time series to power tail L\'evy diffusions?

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Publication:6285743

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DOI10.1063/1.4986496arXiv1704.06100WikidataQ39015574 ScholiaQ39015574MaRDI QIDQ6285743

Adam Hugh Monahan, Jan M. Gairing, Michael A. Högele, Tania Kosenkova

Publication date: 20 April 2017

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Diffusion processes (60J60)

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