BOOK-CHAPTER

A Note on Parametric Estimation of Lévy Moving Average Processes

Mathias Mørck LjungdahlMark Podolskij

Year: 2019 Springer proceedings in mathematics & statistics Pages: 41-56   Publisher: Springer International Publishing
Keywords:
Estimation Parametric statistics Mathematics Statistics Economics

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4
Cited By
2.05
FWCI (Field Weighted Citation Impact)
20
Refs
0.92
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Is in top 1%
Is in top 10%

Citation History

Topics

Probability and Risk Models
Social Sciences →  Decision Sciences →  Management Science and Operations Research
Financial Risk and Volatility Modeling
Social Sciences →  Economics, Econometrics and Finance →  Finance
Stochastic processes and statistical mechanics
Physical Sciences →  Mathematics →  Mathematical Physics

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