On the singularity of least squares estimator for mean-reverting \(\alpha\)-stable motions (Q979450): Difference between revisions
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Revision as of 01:50, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the singularity of least squares estimator for mean-reverting \(\alpha\)-stable motions |
scientific article |
Statements
On the singularity of least squares estimator for mean-reverting \(\alpha\)-stable motions (English)
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8 July 2010
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asymptotic distribution
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consistency
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discrete observation
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least squares method
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Ornstein-Uhlenbeck processes
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mean-reverting processes
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singularity
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\(\alpha\)-stable processes
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stable stochastic integrals
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