Parameter estimation for Ornstein-Uhlenbeck driven by Ornstein-Uhlenbeck processes with small Lévy noises (Q6046185)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Parameter estimation for Ornstein-Uhlenbeck driven by Ornstein-Uhlenbeck processes with small Lévy noises |
scientific article; zbMATH DE number 7686367
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Parameter estimation for Ornstein-Uhlenbeck driven by Ornstein-Uhlenbeck processes with small Lévy noises |
scientific article; zbMATH DE number 7686367 |
Statements
Parameter estimation for Ornstein-Uhlenbeck driven by Ornstein-Uhlenbeck processes with small Lévy noises (English)
0 references
16 May 2023
0 references
Ornstein-Uhlenbeck processes
0 references
small Lévy noises
0 references
least squares estimator
0 references
consistency
0 references
asymptotic distribution
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
