A Least Squares Estimator for Lévy-driven Moving Averages Based on Discrete Time Observations (Q5259116)
From MaRDI portal
scientific article; zbMATH DE number 6449771
Language | Label | Description | Also known as |
---|---|---|---|
English | A Least Squares Estimator for Lévy-driven Moving Averages Based on Discrete Time Observations |
scientific article; zbMATH DE number 6449771 |
Statements
A Least Squares Estimator for Lévy-driven Moving Averages Based on Discrete Time Observations (English)
0 references
24 June 2015
0 references
asymptotic normality
0 references
consistency
0 references
Lévy process
0 references
least squares method
0 references
Ornstein-Uhlenbeck
0 references
moving average
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references