Minimum distance parameter estimation for Ornstein-Uhlenbeck processes driven by Lévy process (Q1049194): Difference between revisions

@@ Property / DOI @@
-.1016/j.spl.2009.09.020
@@ Property / DOI: 10.1016/j.spl.2009.09.020 / rank @@
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@@ Property / author @@
+Armel Fabrice Yodé
@@ Property / author: Armel Fabrice Yodé / rank @@
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+MaRDI publication profile
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.spl.2009.09.020
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+W2016044786
@@ Property / OpenAlex ID: W2016044786 / rank @@
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@@ Property / Wikidata QID @@
+Q59245372
@@ 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
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@@ Property / cites work @@
+Q4863604
@@ Property / cites work: Q4863604 / rank @@
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@@ Property / cites work @@
+Q4841576
@@ 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
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@@ Property / cites work @@
+A General Approach to the Optimality of Minimum Distance Estimators
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@@ Property / cites work @@
+Q3996259
@@ Property / cites work: Q3996259 / rank @@
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@@ Property / DOI @@
+.1016/J.SPL.2009.09.020
@@ Property / DOI: 10.1016/J.SPL.2009.09.020 / rank @@
+Normal rank