Moment estimators for parameters of Lévy‐driven Ornstein–Uhlenbeck processes (Q5095827)
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scientific article; zbMATH DE number 7570757
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Moment estimators for parameters of Lévy‐driven Ornstein–Uhlenbeck processes |
scientific article; zbMATH DE number 7570757 |
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Moment estimators for parameters of Lévy‐driven Ornstein–Uhlenbeck processes (English)
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11 August 2022
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Ornstein-Uhlenbeck process
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Lévy process
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method of moments
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parameter estimation
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