Estimation of the Hurst and the stability indices of a $H$-self-similar stable process
Dang, Thi To Nhu, Istas, JacquesVolume:
11
Year:
2017
Language:
english
Journal:
Electronic Journal of Statistics
DOI:
10.1214/17-EJS1357
File:
PDF, 464 KB
english, 2017