Minimum distance parameter estimation for Ornstein-Uhlenbeck processes driven by Lévy process (Q1049194): Difference between revisions
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Property / DOI: 10.1016/j.spl.2009.09.020 / rank | |||
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Property / author: Armel Fabrice Yodé / rank | |||
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Property / author: Armel Fabrice Yodé / rank | |||
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Property / MaRDI profile type: MaRDI publication profile / rank | |||
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Property / full work available at URL: https://doi.org/10.1016/j.spl.2009.09.020 / rank | |||
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Property / OpenAlex ID: W2016044786 / rank | |||
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Property / Wikidata QID: Q59245372 / rank | |||
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Property / cites work: Asymptotique de l'estimateur de distance minimale du paramètre du processus d'Ornstein-Uhlenbeck / rank | |||
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Property / cites work: Q4863604 / rank | |||
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Property / cites work: Q4841576 / rank | |||
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Property / cites work: On minimum \(L_ 1\)-norm estimate of the parameter of the Ornstein- Uhlenbeck process / rank | |||
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Property / cites work: A General Approach to the Optimality of Minimum Distance Estimators / rank | |||
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Property / cites work: Q3996259 / rank | |||
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Property / DOI: 10.1016/J.SPL.2009.09.020 / rank | |||
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Latest revision as of 15:00, 10 December 2024
scientific article
Language | Label | Description | Also known as |
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English | Minimum distance parameter estimation for Ornstein-Uhlenbeck processes driven by Lévy process |
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Minimum distance parameter estimation for Ornstein-Uhlenbeck processes driven by Lévy process (English)
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8 January 2010
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