Least squares estimator of Ornstein-Uhlenbeck processes driven by fractional Lévy processes with periodic mean (Q2175480)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Least squares estimator of Ornstein-Uhlenbeck processes driven by fractional Lévy processes with periodic mean |
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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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