Fractional lower order covariance based-estimator for Ornstein-Uhlenbeck process with stable distribution
Piotr Kruczek; Wojciech Żuławiński; Patrycja Pagacz; Agnieszka Wyłomańska
Mathematica Applicanda (2019)
- Volume: 47, Issue: 2
- ISSN: 1730-2668
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topPiotr Kruczek, et al. "Fractional lower order covariance based-estimator for Ornstein-Uhlenbeck process with stable distribution." Mathematica Applicanda 47.2 (2019): null. <http://eudml.org/doc/295473>.
@article{PiotrKruczek2019,
author = {Piotr Kruczek, Wojciech Żuławiński, Patrycja Pagacz, Agnieszka Wyłomańska},
journal = {Mathematica Applicanda},
keywords = {},
language = {eng},
number = {2},
pages = {null},
title = {Fractional lower order covariance based-estimator for Ornstein-Uhlenbeck process with stable distribution},
url = {http://eudml.org/doc/295473},
volume = {47},
year = {2019},
}
TY - JOUR
AU - Piotr Kruczek
AU - Wojciech Żuławiński
AU - Patrycja Pagacz
AU - Agnieszka Wyłomańska
TI - Fractional lower order covariance based-estimator for Ornstein-Uhlenbeck process with stable distribution
JO - Mathematica Applicanda
PY - 2019
VL - 47
IS - 2
SP - null
LA - eng
KW -
UR - http://eudml.org/doc/295473
ER -
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