Nonparametric inference for Lévy-driven Ornstein-Uhlenbeck processes (Q817968): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.3150/bj/1130077593 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2090375056 / rank | |||
Normal rank | |||
Revision as of 14:29, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonparametric inference for Lévy-driven Ornstein-Uhlenbeck processes |
scientific article |
Statements
Nonparametric inference for Lévy-driven Ornstein-Uhlenbeck processes (English)
0 references
23 March 2006
0 references
self-decomposability
0 references
support-reduction algorithm
0 references
uniform convergence of characteristic functions
0 references
cumulant \(M\)-estimators
0 references
consistency
0 references
Lévy process
0 references
