Least squares estimators for discretely observed stochastic processes driven by small Lévy noises
From MaRDI portal
Publication:391568
DOI10.1016/j.jmva.2013.01.012zbMath1277.62197arXiv1204.4761OpenAlexW2113839585MaRDI QIDQ391568
Hongwei Long, Yasutaka Shimizu, Wei Sun
Publication date: 10 January 2014
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1204.4761
parameter estimationstochastic processesdiscrete observationsleast squares methodasymptotic distributions of LSEsconsistency of LSEssmall Lévy noises
Asymptotic properties of parametric estimators (62F12) Asymptotic distribution theory in statistics (62E20) Markov processes: estimation; hidden Markov models (62M05)
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