Characteristic function estimation of non-Gaussian Ornstein-Uhlenbeck processes
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Publication:2390465
DOI10.1016/j.jspi.2009.02.007zbMath1168.62074OpenAlexW2011483774MaRDI QIDQ2390465
Emanuele Taufer, Nikolai N. Leonenko
Publication date: 22 July 2009
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jspi.2009.02.007
Asymptotic properties of parametric estimators (62F12) Applications of statistics to actuarial sciences and financial mathematics (62P05) Point estimation (62F10) Markov processes: estimation; hidden Markov models (62M05)
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