NDLTD Global ETD Search
  • Refine Query
  • Source
  • Publication year
  • to
  • Language
  • 1
  • Tagged with
  • 1
  • 1
  • 1
  • 1
  • 1
  • 1
  • 1
  • 1
  • 1
  • About
  • The Global ETD Search service is a free service for researchers to find electronic theses and dissertations. This service is provided by the Networked Digital Library of Theses and Dissertations.
    Our metadata is collected from universities around the world. If you manage a university/consortium/country archive and want to be added, details can be found on the NDLTD website.

Search results

Showing 1 to 1 of 1 (0.116 seconds)

Spelling suggestions: "subject:"fractional lévy 1mprocesses"" "subject:"fractional lévy byprocesses""

1

Fractionally integrated processes of Ornstein-Uhlenbeck type

Valdivieso Serrano, Luis Hilmar 25 September 2017 (has links)
An estimation methodology to deal with fractionally integrated processes of Ornstein- Uhlenbeck type is proposed. The methodology is based on the continuous Whittle contrast. A simulation study is performed by driving this process with a symmetric CGMY background Lévy process.
Fractional Lévy Processes
Long Range Dependence
Frecuency Domain Estimation

Page generated in 0.1195 seconds