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Fractional lower order covariance based-estimator for Ornstein-Uhlenbeck process with stable distribution
Fractional lower order covariance based-estimator for Ornstein-Uhlenbeck process with stable distribution
2019
Piotr Kruczek
Wojciech Żuławiński
Patrycja Pagacz
Agnieszka Wyłomańska
Keywords:
Estimator
Covariance
Ornstein–Uhlenbeck process
Stable distribution
Applied mathematics
Mathematics
lower order
Correction
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