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Goodness-of-fit test for multistable Lévy processes
2019
Communications in Statistics - Theory and Methods
The multistable processes are extensions of stable processes, where the index of stability is replaced by a function ranging in (0, 2). The aim of this article is to build a statistical test which is able to detect a multistable behavior of a process belonging to the class of the multistable Lévy processes. The properties are stated for a discrete observation scheme of one trajectory.
doi:10.1080/03610926.2019.1653922
fatcat:k72hrro66jhrxo5yvf2l7kcwzi