Minimum distance parameter estimation for Ornstein-Uhlenbeck processes driven by Lévy process (Q1049194): Difference between revisions
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| Property / cites work: Asymptotique de l'estimateur de distance minimale du paramètre du processus d'Ornstein-Uhlenbeck / rank | |||
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| Property / cites work: Q4841576 / rank | |||
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| Property / cites work: On minimum \(L_ 1\)-norm estimate of the parameter of the Ornstein- Uhlenbeck process / rank | |||
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| Property / cites work: A General Approach to the Optimality of Minimum Distance Estimators / rank | |||
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Revision as of 08:04, 2 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Minimum distance parameter estimation for Ornstein-Uhlenbeck processes driven by Lévy process |
scientific article |
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Minimum distance parameter estimation for Ornstein-Uhlenbeck processes driven by Lévy process (English)
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8 January 2010
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