A Least Squares Estimator for Lévy-driven Moving Averages Based on Discrete Time Observations

Author: Zhang Shibin   Lin Zhengyan   Zhang Xinsheng  

Publisher: Taylor & Francis Ltd

E-ISSN: 1532-415X|44|6|1111-1129

ISSN: 0361-0926

Source: Communications in Statistics: Theory and Methods, Vol.44, Iss.6, 2015-03, pp. : 1111-1129

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Abstract