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
asymptotic distributionconsistencyleast squares estimatorOrnstein-Uhlenbeck processessmall Lévy noises
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