ESAIM: Probability and Statistics (ESAIM: P&S)

Local asymptotic self-similarity for heavy tailed harmonizable fractional Lévy motions

Andreas Basse-O’Connor, Thorbjørn Grønbæk and Mark Podolskij

ESAIM: PS, 25 (2021) 286-297

Published online: 07 July 2021

DOI: 10.1051/ps/2021011

Andreas Basse-O’Connor

Thorbjørn Grønbæk

Mark Podolskij

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