Spectral estimation of the fractional order of a Lévy process

Published 2009 View Full Article

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Title
Spectral estimation of the fractional order of a Lévy process
Authors
Keywords
-
Journal
ANNALS OF STATISTICS
Volume 38, Issue 1, Pages 317-351
Publisher
Institute of Mathematical Statistics
Online
2009-12-31
DOI
10.1214/09-aos715

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