Approximate self-weighted LAD estimation of discretely observed ergodic Ornstein-Uhlenbeck processes (Q1952068)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Approximate self-weighted LAD estimation of discretely observed ergodic Ornstein-Uhlenbeck processes |
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Approximate self-weighted LAD estimation of discretely observed ergodic Ornstein-Uhlenbeck processes (English)
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27 May 2013
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discrete-time sampling
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Lévy process
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Ornstein-Uhlenbeck process
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self-weighted LAD estimation
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