Minimum distance parameter estimation for Ornstein-Uhlenbeck processes driven by Lévy process (Q1049194)

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Minimum distance parameter estimation for Ornstein-Uhlenbeck processes driven by Lévy process
scientific article

    Statements

    title
    Minimum distance parameter estimation for Ornstein-Uhlenbeck processes driven by Lévy process (English)
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    author
    Aliou Diop
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    publication date
    8 January 2010
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    Identifiers

    Mathematics Subject Classification ID
    62M05
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    60H10
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    62E20
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    zbMATH DE Number
    5655201
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