Moment estimators for the parameters of Ornstein-Uhlenbeck processes driven by compound Poisson processes (Q2330042): Difference between revisions

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Property / DOI: 10.1007/s10626-019-00276-y / rank
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Latest revision as of 01:04, 18 December 2024

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Moment estimators for the parameters of Ornstein-Uhlenbeck processes driven by compound Poisson processes
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    Moment estimators for the parameters of Ornstein-Uhlenbeck processes driven by compound Poisson processes (English)
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    18 October 2019
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    Ornstein-Uhlenbeck process
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    stochastic hybrid system
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    parameter estimation
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    method of moments
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