A least squares estimator for discretely observed Ornstein-Uhlenbeck processes driven by symmetric \(\alpha \)-stable motions (Q1934478): Difference between revisions
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Revision as of 06:15, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A least squares estimator for discretely observed Ornstein-Uhlenbeck processes driven by symmetric \(\alpha \)-stable motions |
scientific article |
Statements
A least squares estimator for discretely observed Ornstein-Uhlenbeck processes driven by symmetric \(\alpha \)-stable motions (English)
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28 January 2013
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stable law
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Ornstein-Uhlenbeck
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parametric estimation
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consistency
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asymptotic distribution
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least squares method
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