Minimum distance parameter estimation for Ornstein-Uhlenbeck processes driven by Lévy process (Q1049194): Difference between revisions
From MaRDI portal
Created claim: Wikidata QID (P12): Q59245372, #quickstatements; #temporary_batch_1712272666262 |
Normalize DOI. |
||
| (One intermediate revision by one other user not shown) | |||
| Property / DOI | |||
| Property / DOI: 10.1016/j.spl.2009.09.020 / rank | |||
| Property / cites work | |||
| Property / cites work: Asymptotique de l'estimateur de distance minimale du paramètre du processus d'Ornstein-Uhlenbeck / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Q4863604 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Q4841576 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: On minimum \(L_ 1\)-norm estimate of the parameter of the Ornstein- Uhlenbeck process / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: A General Approach to the Optimality of Minimum Distance Estimators / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Q3996259 / rank | |||
Normal rank | |||
| Property / DOI | |||
| Property / DOI: 10.1016/J.SPL.2009.09.020 / rank | |||
Normal rank | |||
Latest revision as of 15:00, 10 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Minimum distance parameter estimation for Ornstein-Uhlenbeck processes driven by Lévy process |
scientific article |
Statements
Minimum distance parameter estimation for Ornstein-Uhlenbeck processes driven by Lévy process (English)
0 references
8 January 2010
0 references
0 references
