Maximum likelihood estimation for symmetric α-stable Ornstein–Uhlenbeck processes (Q5157722)
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scientific article; zbMATH DE number 7411729
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Maximum likelihood estimation for symmetric α-stable Ornstein–Uhlenbeck processes |
scientific article; zbMATH DE number 7411729 |
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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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