Parameter estimation for Ornstein-Uhlenbeck processes driven by fractional Lévy process (Q2061505)
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| Language | Label | Description | Also known as |
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| English | Parameter estimation for Ornstein-Uhlenbeck processes driven by fractional Lévy process |
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Parameter estimation for Ornstein-Uhlenbeck processes driven by fractional Lévy process (English)
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15 December 2021
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fractional Lévy process
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minimum Skorohod distance estimation
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minimum \(L_1\)-norm estimation
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consistency
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limit distribution
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asymptotic law
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