Parameter estimation for integrated Ornstein-Uhlenbeck processes with small Lévy noises (Q6170511)
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scientific article; zbMATH DE number 7711752
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Parameter estimation for integrated Ornstein-Uhlenbeck processes with small Lévy noises |
scientific article; zbMATH DE number 7711752 |
Statements
Parameter estimation for integrated Ornstein-Uhlenbeck processes with small Lévy noises (English)
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12 July 2023
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trajectory fitting estimator
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integrated Ornstein-Uhlenbeck process
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small Lévy noises
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consistency
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asymptotic distribution
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