Least squares estimator for Ornstein-Uhlenbeck processes driven by \(\alpha \)-stable motions (Q2270877): Difference between revisions
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Latest revision as of 18:23, 17 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Least squares estimator for Ornstein-Uhlenbeck processes driven by \(\alpha \)-stable motions |
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Least squares estimator for Ornstein-Uhlenbeck processes driven by \(\alpha \)-stable motions (English)
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29 July 2009
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asymptotic distribution of LSE
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consistency of LSE
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discrete observations
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least squares method
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generalized Ornstein-Uhlenbeck processes
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parameter estimation
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\(\alpha \)-stable processes
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