OpenAlex
A Note on Parametric Estimation of Lévy Moving Average Processes
Work
Year: 2019
Type: book-chapter
Source: Springer proceedings in mathematics & statistics
Authors Mathias Mørck Ljungdahl, Mark Podolskij
Institution Aarhus University
Cites: 20
Cited by: 5
Related to: 10
FWCI: 8.617
Citation percentile (by year/subfield): 94.3
Topic: Stochastic processes and financial applications
Subfield: Finance
Field: Economics, Econometrics and Finance
Domain: Social Sciences
Open Access status: closed