Maximum likelihood estimation for symmetric \(\alpha\)-stable Ornstein-Uhlenbeck processes (Q5157722)
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scientific article; zbMATH DE number 7411729
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| English | Maximum likelihood estimation for symmetric \(\alpha\)-stable Ornstein-Uhlenbeck processes |
scientific article; zbMATH DE number 7411729 |
Statements
Maximum likelihood estimation for symmetric α-stable Ornstein–Uhlenbeck processes (English)
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20 October 2021
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Lévy process
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maximum likelihood estimation
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approximation
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Laplace transform
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asymptotic distributions
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0.8567169308662415
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0.8526725769042969
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0.8382797837257385
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0.8321123123168945
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0.8300418257713318
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