Fractional lower order covariance based-estimator for Ornstein-Uhlenbeck process with stable distribution (Q5135683): Difference between revisions

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Latest revision as of 01:35, 20 March 2024

scientific article; zbMATH DE number 7276635
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English
Fractional lower order covariance based-estimator for Ornstein-Uhlenbeck process with stable distribution
scientific article; zbMATH DE number 7276635

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    Fractional lower order covariance based-estimator for Ornstein-Uhlenbeck process with stable distribution (English)
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    23 November 2020
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    Ornstein-Uhlenbeck process
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    FLOC
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    estimation
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    stable distribution
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