On a class of minimum contrast estimators for fractional stochastic processes and fields

By Vo Anh, Nikolai N. Leonenko, L. Sakhno. 2004

49 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/4a9285f83bc2b0b3320ae46741a173b32a46388e