The least squares estimation for the -stable Ornstein-Uhlenbeck process with constant drift
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- A least squares estimator for discretely observed Ornstein-Uhlenbeck processes driven by symmetric \(\alpha \)-stable motions
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- Least squares estimator for Ornstein-Uhlenbeck processes driven by \(\alpha \)-stable motions
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Cited in
(9)- Least squares estimator for Ornstein-Uhlenbeck processes driven by \(\alpha \)-stable motions
- Asymptotic properties of an estimator of the drift coefficients of multidimensional Ornstein-Uhlenbeck processes that are not necessarily stable
- The least squares estimation on Vasicek interest rate model driven by a symmetric \(\alpha\)-stable motion
- Generalized moment estimators for \(\alpha\)-stable Ornstein-Uhlenbeck motions from discrete observations
- On the singularity of least squares estimator for mean-reverting \(\alpha\)-stable motions
- A least squares estimator for discretely observed Ornstein-Uhlenbeck processes driven by symmetric \(\alpha \)-stable motions
- Least squares estimation for the linear self-repelling diffusion driven by \(\alpha \)-stable motions
- Parameter estimation for certain nonstationary processes driven by α-stable motions
- On Dantzig and Lasso estimators of the drift in a high dimensional Ornstein-Uhlenbeck model
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