Least squares estimator for Ornstein-Uhlenbeck processes driven by \(\alpha \)-stable motions

DOI10.1016/j.spa.2008.12.006zbMath1171.62045OpenAlexW2073605190MaRDI QIDQ2270877

Hongwei Long, Yaozhong Hu

Publication date: 29 July 2009

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spa.2008.12.006

zbMATH Keywords

parameter estimationdiscrete observationsleast squares method\(\alpha \)-stable processesgeneralized Ornstein-Uhlenbeck processesconsistency of LSEasymptotic distribution of LSE

Mathematics Subject Classification ID

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