Stepan Mazur | DeepAI

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Featured Co-authors

Mark Podolskij
11 publications
Hoang Nguyen
9 publications
Dmitry Otryakhin
3 publications
Sune Karlsson
1 publication

research

∙ 05/24/2021

Vector autoregression models with skewness and heavy tails

With uncertain changes of the economic environment, macroeconomic downtu...

0 Sune Karlsson, et al. ∙

research

∙ 02/18/2018

Estimation of the linear fractional stable motion

In this paper we investigate the parametric inference for the linear fra...

0 Stepan Mazur, et al. ∙