Otunuga, Olusegun M.; Ladde, Gangaram S.; Ladde, Nathan G. Local lagged adapted generalized method of moments and applications. (English) Zbl 1364.37161 Stochastic Anal. Appl. 35, No. 1, 110-143 (2017). MSC: 37M05 37M10 62M10 62G05 62P05 PDFBibTeX XMLCite \textit{O. M. Otunuga} et al., Stochastic Anal. Appl. 35, No. 1, 110--143 (2017; Zbl 1364.37161) Full Text: DOI
Kerss, A. D. J.; Leonenko, N. N.; Sikorskii, A. Risky asset models with tempered stable fractal activity time. (English) Zbl 1305.60039 Stochastic Anal. Appl. 32, No. 4, 642-663 (2014). Reviewer: Johannes Muhle-Karbe (Zürich) MSC: 60G99 60G22 60G51 60H30 PDFBibTeX XMLCite \textit{A. D. J. Kerss} et al., Stochastic Anal. Appl. 32, No. 4, 642--663 (2014; Zbl 1305.60039) Full Text: DOI
Frías, M. P.; Ruiz-Medina, M. D.; Anh, V. V. Wavelet-based estimation of anisotropic spatiotemporal long-range dependence. (English) Zbl 1301.60036 Stochastic Anal. Appl. 31, No. 3, 359-380 (2013). MSC: 60G10 60G15 60G20 60G60 62F12 62M15 PDFBibTeX XMLCite \textit{M. P. Frías} et al., Stochastic Anal. Appl. 31, No. 3, 359--380 (2013; Zbl 1301.60036) Full Text: DOI