Spectral estimation ofthe fractional orderof a Lévy process
Year of publication: |
2009-04-13
|
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Authors: | Belomestny, Denis |
Institutions: | Sonderforschungsbereich Ökonomisches Risiko <Berlin> |
Extent: | 449536 bytes 38 p. application/pdf |
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Series: | SFB 649 Discussion Paper ; 2009-031 |
Type of publication: | Book / Working Paper |
Language: | English |
ISSN: | 1860-5664 |
Classification: | C12 - Hypothesis Testing ; C13 - Estimation ; Corporate statistics and corporate cost accounting ; Individual Working Papers, Preprints ; No country specification |
Source: | USB Cologne (business full texts) |
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