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A minimal contrast estimator for the linear fractional stable motion

Crossref DOI link: https://doi.org/10.1007/s11203-020-09216-2

Published Online: 2020-06-03

Published Print: 2020-07

Update policy: https://doi.org/10.1007/springer_crossmark_policy

Authors

Ljungdahl, Mathias Mørck

Podolskij, Mark
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Text and Data Mining valid from 2020-06-03

Version of Record valid from 2020-06-03
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Article History

Received: 18 December 2019

Accepted: 6 May 2020

First Online: 3 June 2020