Parameter estimation of selfsimilarity exponents

Journal of Multivariate Analysis

Volumn 99, Issue 1, 2008, Pages 117-140

  Becker Kern, Peter ^a   Pap, Gyula ^b  

^a TU DORTMUND UNIVERSITY   (Germany)

^b UNIVERSITY OF DEBRECEN   (Hungary)

Author keywords

Operator semi selfsimilar process; Ornstein Uhlenbeck type process; Parameter estimation; Selfsimilarity exponent; Spectral decomposition

Indexed keywords

EID: 35448999251     PISSN: 0047259X     EISSN: 10957243     Source Type: Journal    
DOI: 10.1016/j.jmva.2007.04.003     Document Type: Article

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