Least squares estimator of Ornstein-Uhlenbeck processes driven by fractional Lévy processes with periodic mean (Q2175480)
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scientific article; zbMATH DE number 7194853
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| English | Least squares estimator of Ornstein-Uhlenbeck processes driven by fractional Lévy processes with periodic mean |
scientific article; zbMATH DE number 7194853 |
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Least squares estimator of Ornstein-Uhlenbeck processes driven by fractional Lévy processes with periodic mean (English)
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29 April 2020
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least squares estimator
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Ornstein-Uhlenbeck processes
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fractional Lévy processes
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asymptotic distribution
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0.9292579889297484
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0.917803168296814
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0.9150142073631288
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0.9110131859779358
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0.9002484679222107
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