Estimation of the linear fractional stable motion
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More about this item
Keywords
fractional processes; limit theorems; parametric estimation; stable motion;All these keywords.
JEL classification:
- C00 - Mathematical and Quantitative Methods - - General - - - General
- C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Estimation: General
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ECM-2018-03-05 (Econometrics)
- NEP-ETS-2018-03-05 (Econometric Time Series)
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