The least squares estimation for the \(\alpha\)-stable Ornstein-Uhlenbeck process with constant drift (Q2176362)
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scientific article; zbMATH DE number 7196058
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| English | The least squares estimation for the \(\alpha\)-stable Ornstein-Uhlenbeck process with constant drift |
scientific article; zbMATH DE number 7196058 |
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The least squares estimation for the \(\alpha\)-stable Ornstein-Uhlenbeck process with constant drift (English)
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4 May 2020
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least squares estimation
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Ornstein-Uhlenbeck process
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\(\alpha\)-stable motion
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consistency
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asymptotic distribution
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0.96556395
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0.9435022
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0.9406255
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0.9319377
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0.9248222
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0.9213928
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0.91420716
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0.91053605
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0.90947706
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