Parameter estimation for Ornstein-Uhlenbeck processes of the second kind driven by \(\alpha\)-stable Lévy motions (Q4595874)
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scientific article; zbMATH DE number 6816094
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| English | Parameter estimation for Ornstein-Uhlenbeck processes of the second kind driven by \(\alpha\)-stable Lévy motions |
scientific article; zbMATH DE number 6816094 |
Statements
Parameter estimation for Ornstein–Uhlenbeck processes of the second kind driven by α-stable Lévy motions (English)
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6 December 2017
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\(\alpha\)-stable Lévy motions
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asymptotic distribution
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consistency
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Ornstein-Uhlenbeck processes
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weighted trajectory fitting estimator
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0.9466292262077332
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0.90793776512146
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0.8988779187202454
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0.8905967473983765
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