Approximate self-weighted LAD estimation of discretely observed ergodic Ornstein-Uhlenbeck processes (Q1952068): Difference between revisions

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Approximate self-weighted LAD estimation of discretely observed ergodic Ornstein-Uhlenbeck processes
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    Approximate self-weighted LAD estimation of discretely observed ergodic Ornstein-Uhlenbeck processes (English)
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    27 May 2013
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    discrete-time sampling
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    Lévy process
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    Ornstein-Uhlenbeck process
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    self-weighted LAD estimation
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