2 papers
stat.ME2018
Estimation of the linear fractional stable motion
Stepan Mazur, Dmitry Otryakhin, Mark Podolskij
In this paper we investigate the parametric inference for the linear fractional stable motion in high and low frequency setting. The symmetric linear fractional stable motion is a…
math.ST2017
Discriminant analysis in small and large dimensions
Taras Bodnar, Stepan Mazur, Edward Ngailo +1
We study the distributional properties of the linear discriminant function under the assumption of normality by comparing two groups with the same covariance matrix but different m…