Least squares estimators for discretely observed stochastic processes driven by small Lévy noises (Q391568): Difference between revisions

@@ Property / author @@
-Wei Sun
@@ Property / author: Wei Sun / rank @@
-Normal rank
@@ Property / author @@
+Wei Sun
@@ Property / author: Wei Sun / rank @@
+Normal rank
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+M05
@@ Property / Mathematics Subject Classification ID: 62M05 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+E20
@@ Property / Mathematics Subject Classification ID: 62E20 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+F12
@@ Property / Mathematics Subject Classification ID: 62F12 / rank @@
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@@ Property / zbMATH DE Number @@
+6244309
@@ Property / zbMATH DE Number: 6244309 / rank @@
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@@ Property / zbMATH Keywords @@
+asymptotic distributions of LSEs
@@ Property / zbMATH Keywords: asymptotic distributions of LSEs / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+consistency of LSEs
@@ Property / zbMATH Keywords: consistency of LSEs / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+discrete observations
@@ Property / zbMATH Keywords: discrete observations / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+least squares method
@@ Property / zbMATH Keywords: least squares method / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+stochastic processes
@@ Property / zbMATH Keywords: stochastic processes / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+parameter estimation
@@ Property / zbMATH Keywords: parameter estimation / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+small Lévy noises
@@ Property / zbMATH Keywords: small Lévy noises / rank @@
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@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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+W2113839585
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+.4761
@@ Property / arXiv ID: 1204.4761 / rank @@
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@@ Property / cites work @@
+Maximum Likelihood Estimation of Discretely Sampled Diffusions: A Closed-form Approximation Approach
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+Parameter estimation in stochastic differential equations.
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+Estimation for Nonnegative Lévy-Driven Ornstein-Uhlenbeck Processes
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+Statistical estimation of multivariate Ornstein-Uhlenbeck processes and applications to co-integration
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+Least squares estimator for Ornstein-Uhlenbeck processes driven by \(\alpha \)-stable motions
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+Least squares estimator for discretely observed Ornstein-Uhlenbeck processes with small Lévy noises
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+Parameter estimation for a class of stochastic differential equations driven by small stable noises from discrete observations
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+A note on ``Least squares estimator for discretely observed Ornstein-Uhlenbeck processes with small Lévy noises''
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+Approximate self-weighted LAD estimation of discretely observed ergodic Ornstein-Uhlenbeck processes
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+Publication:391568