Least squares estimator for Ornstein-Uhlenbeck processes driven by \(\alpha \)-stable motions (Q2270877): Difference between revisions

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Property / DOI: 10.1016/j.spa.2008.12.006 / rank
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Latest revision as of 18:23, 17 December 2024

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Least squares estimator for Ornstein-Uhlenbeck processes driven by \(\alpha \)-stable motions
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    Least squares estimator for Ornstein-Uhlenbeck processes driven by \(\alpha \)-stable motions (English)
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    29 July 2009
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    asymptotic distribution of LSE
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    consistency of LSE
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    discrete observations
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    least squares method
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    generalized Ornstein-Uhlenbeck processes
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    parameter estimation
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    \(\alpha \)-stable processes
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    Identifiers

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