A note on ``Least squares estimator for discretely observed Ornstein-Uhlenbeck processes with small Lévy noises'' (Q990921): Difference between revisions

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+https://doi.org/10.1016/j.spl.2010.06.006
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+W1978009942
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+Non-Gaussian Ornstein–Uhlenbeck-based Models and Some of Their Uses in Financial Economics
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+Q5560061
@@ Property / cites work: Q5560061 / rank @@
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@@ Property / cites work @@
+Q3721531
@@ Property / cites work: Q3721531 / rank @@
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+Estimation for stochastic differential equations with a small diffusion coefficient
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@@ Property / cites work @@
+Least squares estimator for discretely observed Ornstein-Uhlenbeck processes with small Lévy noises
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+Q4301585
@@ Property / cites work: Q4301585 / rank @@
+Normal rank