Parameter estimation for the skew Ornstein-Uhlenbeck processes based on discrete observations (Q5077414)
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scientific article; zbMATH DE number 7528886
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| English | Parameter estimation for the skew Ornstein-Uhlenbeck processes based on discrete observations |
scientific article; zbMATH DE number 7528886 |
Statements
Parameter estimation for the skew Ornstein-Uhlenbeck processes based on discrete observations (English)
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18 May 2022
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skew Ornstein-Uhlenbeck process
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strong consistency
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asymptotic normality
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moment estimation
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invariant density
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0.9031582474708556
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0.8310223817825317
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0.8275889754295349
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0.8271966576576233
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