Moment estimates for Lev́y processes.

@article{Luschgy2008,
author = {Luschgy, Harald, Pagès, Gilles},
journal = {Electronic Communications in Probability [electronic only]},
keywords = {Lévy process increment; Lévy measure; -stable process; normal inverse Gaussian process; tempered stable process; meixner process; -stable process},
language = {eng},
pages = {422-434},
publisher = {University of Washington},
title = {Moment estimates for Lev́y processes.},
url = {http://eudml.org/doc/232486},
volume = {13},
year = {2008},
}

TY - JOUR
AU - Luschgy, Harald
AU - Pagès, Gilles
TI - Moment estimates for Lev́y processes.
JO - Electronic Communications in Probability [electronic only]
PY - 2008
PB - University of Washington
VL - 13
SP - 422
EP - 434
LA - eng
KW - Lévy process increment; Lévy measure; -stable process; normal inverse Gaussian process; tempered stable process; meixner process; -stable process
UR - http://eudml.org/doc/232486
ER -