On estimation of unknown parameters of Ornstein-Uhlenbeck processes with jumps. The stationary case. (Q3077421)
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scientific article; zbMATH DE number 5855520
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| English | On estimation of unknown parameters of Ornstein-Uhlenbeck processes with jumps. The stationary case. |
scientific article; zbMATH DE number 5855520 |
Statements
22 February 2011
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Poisson compound process
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stochastic integrals
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confidence intervals
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0.9233245253562928
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0.8163203597068787
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0.8116264343261719
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0.8052684664726257
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