Fractional lower order covariance based-estimator for Ornstein-Uhlenbeck process with stable distribution (Q5135683)
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scientific article; zbMATH DE number 7276635
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Fractional lower order covariance based-estimator for Ornstein-Uhlenbeck process with stable distribution |
scientific article; zbMATH DE number 7276635 |
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Fractional lower order covariance based-estimator for Ornstein-Uhlenbeck process with stable distribution (English)
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23 November 2020
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Ornstein-Uhlenbeck process
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FLOC
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estimation
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stable distribution
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