Least squares estimator for Ornstein-Uhlenbeck processes driven by \(\alpha \)-stable motions (Q2270877)
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scientific article; zbMATH DE number 5588336
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| English | Least squares estimator for Ornstein-Uhlenbeck processes driven by \(\alpha \)-stable motions |
scientific article; zbMATH DE number 5588336 |
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Least squares estimator for Ornstein-Uhlenbeck processes driven by \(\alpha \)-stable motions (English)
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29 July 2009
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asymptotic distribution of LSE
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consistency of LSE
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discrete observations
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least squares method
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generalized Ornstein-Uhlenbeck processes
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parameter estimation
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\(\alpha \)-stable processes
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0.9613674283027648
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0.918703556060791
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0.8967730402946472
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0.892232358455658
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