On the singularity of least squares estimator for mean-reverting \(\alpha\)-stable motions (Q979450)
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scientific article; zbMATH DE number 5732979
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| English | On the singularity of least squares estimator for mean-reverting \(\alpha\)-stable motions |
scientific article; zbMATH DE number 5732979 |
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On the singularity of least squares estimator for mean-reverting \(\alpha\)-stable motions (English)
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8 July 2010
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asymptotic distribution
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consistency
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discrete observation
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least squares method
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Ornstein-Uhlenbeck processes
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mean-reverting processes
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singularity
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\(\alpha\)-stable processes
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stable stochastic integrals
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0.8877135
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0.86825156
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0.8675058
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0.8634372
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0.86038244
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0.8559865
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0.8559723
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0.8554967
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