Parameter estimation for integrated Ornstein-Uhlenbeck processes with small Lévy noises (Q6170511): Difference between revisions

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-.1016/j.spl.2023.109851
@@ Property / DOI: 10.1016/j.spl.2023.109851 / rank @@
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+W4367056857
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+Maximum Likelihood Estimation for Integrated Diffusion Processes
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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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+Least squares estimators for stochastic differential equations driven by small Lévy noises
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+Least squares estimators for discretely observed stochastic processes driven by small Lévy noises
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+A note on ``Least squares estimator for discretely observed Ornstein-Uhlenbeck processes with small Lévy noises''
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+.1016/J.SPL.2023.109851
@@ Property / DOI: 10.1016/J.SPL.2023.109851 / rank @@
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