Least squares estimator for discretely observed Ornstein-Uhlenbeck processes with small Lévy noises

DOI10.1016/j.spl.2009.06.018zbMath1171.62046MaRDI QIDQ731952

Hongwei Long

Publication date: 9 October 2009

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2009.06.018

Mathematics Subject Classification ID

62F12: Asymptotic properties of parametric estimators

62E20: Asymptotic distribution theory in statistics

62M05: Markov processes: estimation; hidden Markov models

60G52: Stable stochastic processes

Related Items

Least squares estimators for discretely observed stochastic processes driven by small Lévy noises, A note on ``Least squares estimator for discretely observed Ornstein-Uhlenbeck processes with small Lévy noises, Nadaraya-Watson estimator for stochastic processes driven by stable Lévy motions, Local asymptotic normality property for Ornstein-Uhlenbeck processes with jumps under discrete sampling

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