Parameter estimation for Ornstein-Uhlenbeck driven by Ornstein-Uhlenbeck processes with small Lévy noises

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Publication:6046185

DOI10.1007/s10959-022-01170-4OpenAlexW4224217771MaRDI QIDQ6046185

Huisheng Shu, Xuekang Zhang, Haoran Yi

Publication date: 16 May 2023

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10959-022-01170-4






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