Mathias Mørck Ljungdahl | DeepAI

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Mark Podolskij
11 publications

research

∙ 07/30/2020

Multi-dimensional parameter estimation of heavy-tailed moving averages

In this paper we present a parametric estimation method for certain mult...

0 Mathias Mørck Ljungdahl, et al. ∙

research

∙ 11/08/2019

A Minimal Contrast Estimator for the Linear Fractional Stable Motion

In this paper we present an estimator for the three-dimensional paramete...

0 Mathias Mørck Ljungdahl, et al. ∙