A least squares estimator for discretely observed Ornstein-Uhlenbeck processes driven by symmetric \(\alpha \)-stable motions

DOI10.1007/s10463-012-0362-0zbMath1440.62324OpenAlexW2092680090MaRDI QIDQ1934478

Shibin Zhang, Xin Sheng Zhang

Publication date: 28 January 2013

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10463-012-0362-0

zbMATH Keywords

asymptotic distributionconsistencyleast squares methodstable lawOrnstein-Uhlenbeckparametric estimation

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Asymptotic distribution theory in statistics (62E20) Markov processes: estimation; hidden Markov models (62M05) Diffusion processes (60J60) Stable stochastic processes (60G52)

Related Items (17)

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