most citedEstimation of mixed fractional stable processes using high-frequency data

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math.ST2024

Strong Gaussian approximations with random multipliers

Fabian Mies

One reason why standard formulations of the central limit theorems are not applicable in high-dimensional and non-stationary regimes is the lack of a suitable limit object. Instead…

math.ST2022★ 2 cited

Estimation of mixed fractional stable processes using high-frequency data

Fabian Mies, Mark Podolskij

The linear fractional stable motion generalizes two prominent classes of stochastic processes, namely stable Lévy processes, and fractional Brownian motion. For this reason it may…