Discretization of Lévy semistationary processes with application to estimation
Year of publication: |
2014
|
---|---|
Authors: | Bennedsen, Mikkel ; Lunde, Asger ; Pakkanen, Mikko S. |
Publisher: |
Aarhus : School of Economics and Management |
Subject: | Stochastischer Prozess | Stochastic process | Schätztheorie | Estimation theory |
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