A least squares estimator for Lévy-driven moving averages based on discrete time observations (Q5259116)
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scientific article; zbMATH DE number 6449771
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| English | A least squares estimator for Lévy-driven moving averages based on discrete time observations |
scientific article; zbMATH DE number 6449771 |
Statements
A Least Squares Estimator for Lévy-driven Moving Averages Based on Discrete Time Observations (English)
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24 June 2015
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asymptotic normality
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consistency
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Lévy process
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least squares method
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Ornstein-Uhlenbeck
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moving average
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0.815351128578186
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0.8120028376579285
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0.8095075488090515
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0.8091629147529602
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0.8067107796669006
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