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20072020
most citedAsymptotic theory of least squares estimators for nearly unstable processes under strong dependence

42 citations · 89 across the 8 of their papers we have counts for

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math.PR2020

Necessity of weak subordination for some strongly subordinated Lévy processes

Boris Buchmann, Kevin W. Lu

Consider the strong subordination of a multivariate Lévy process with a multivariate subordinator. If the subordinate is a stack of independent Lévy processes and the components of…