A least squares estimator for discretely observed Ornstein-Uhlenbeck processes driven by symmetric \(\alpha \)-stable motions (Q1934478)
From MaRDI portal
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)
0 references
28 January 2013
0 references
stable law
0 references
Ornstein-Uhlenbeck
0 references
parametric estimation
0 references
consistency
0 references
asymptotic distribution
0 references
least squares method
0 references
