On the consistency of the MLE for Ornstein-Uhlenbeck and other selfdecomposable processes (Q265662)
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scientific article; zbMATH DE number 6562540
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| English | On the consistency of the MLE for Ornstein-Uhlenbeck and other selfdecomposable processes |
scientific article; zbMATH DE number 6562540 |
Statements
On the consistency of the MLE for Ornstein-Uhlenbeck and other selfdecomposable processes (English)
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4 April 2016
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consistent estimator
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MLE
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selfdecomposable distributions
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Ornstein-Uhlenbeck processes
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tempered stable distributions
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stable distributions
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0.8237952589988708
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0.7699514627456665
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0.7689651846885681
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0.7682644724845886
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0.7680995464324951
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