Periodic trawl processes: Simulation, statistical inference and applications in energy markets
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Publication:6428726
arXiv2303.04121MaRDI QIDQ6428726
Publication date: 7 March 2023
Infinitely divisible distributions; stable distributions (60E07) Central limit and other weak theorems (60F05) Parametric inference (62F99) Stationary stochastic processes (60G10) Inference from stochastic processes and spectral analysis (62M15) Applications of statistics (62P99) Random measures (60G57)
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