Estimation of spectral functionals for Levy-driven continuous-time linear models with tapered data
Work
Year: 2019
Type: article
Abstract: The paper is concerned with the nonparametric statistical estimation of linear spectral functionals for Lévy-driven continuous-time stationary linear models with tapered data. As an estimator for unkn... more
Source: Electronic Journal of Statistics
Institution Yerevan State University
Cites: 29
Cited by: 8
Related to: 10
FWCI: 1.567
Citation percentile (by year/subfield): 79.52
Subfield: Finance
Domain: Social Sciences
Open Access status: gold
APC paid (est): $675