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Multi-Dimensional Parameter Estimation of Heavy-Tailed Moving Averages

Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

Standard

Multi-Dimensional Parameter Estimation of Heavy-Tailed Moving Averages. / Ljungdahl, Mathias Mørck; Podolskij, Mark.

In: Scandinavian Journal of Statistics, 2020.

Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

Harvard

APA

CBE

Ljungdahl MM, Podolskij M. 2020. Multi-Dimensional Parameter Estimation of Heavy-Tailed Moving Averages. Scandinavian Journal of Statistics.

MLA

Ljungdahl, Mathias Mørck and Mark Podolskij. "Multi-Dimensional Parameter Estimation of Heavy-Tailed Moving Averages". Scandinavian Journal of Statistics. 2020.

Vancouver

Ljungdahl MM, Podolskij M. Multi-Dimensional Parameter Estimation of Heavy-Tailed Moving Averages. Scandinavian Journal of Statistics. 2020.

Author

Ljungdahl, Mathias Mørck ; Podolskij, Mark. / Multi-Dimensional Parameter Estimation of Heavy-Tailed Moving Averages. In: Scandinavian Journal of Statistics. 2020.

Bibtex

@article{48472f97079e42e58ab84463022a012b,
title = "Multi-Dimensional Parameter Estimation of Heavy-Tailed Moving Averages",
author = "Ljungdahl, {Mathias M{\o}rck} and Mark Podolskij",
year = "2020",
language = "Dansk",
journal = "Scandinavian Journal of Statistics",
issn = "0303-6898",
publisher = "Wiley-Blackwell Publishing Ltd.",

}

RIS

TY - JOUR

T1 - Multi-Dimensional Parameter Estimation of Heavy-Tailed Moving Averages

AU - Ljungdahl, Mathias Mørck

AU - Podolskij, Mark

PY - 2020

Y1 - 2020

M3 - Tidsskriftartikel

JO - Scandinavian Journal of Statistics

JF - Scandinavian Journal of Statistics

SN - 0303-6898

ER -