A note on ``Least squares estimator for discretely observed Ornstein-Uhlenbeck processes with small Lévy noises'' (Q990921)
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scientific article; zbMATH DE number 5777394
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| English | A note on ``Least squares estimator for discretely observed Ornstein-Uhlenbeck processes with small Lévy noises'' |
scientific article; zbMATH DE number 5777394 |
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A note on ``Least squares estimator for discretely observed Ornstein-Uhlenbeck processes with small Lévy noises'' (English)
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1 September 2010
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Ornstein-Uhlenbeck process
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stable Lévy process
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least squares estimator
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convergence in Skorokhod topology
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0.9306624531745912
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0.9033892154693604
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0.8834115266799927
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0.8634776473045349
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