On minimum \(L_ 1\)-norm estimate of the parameter of the Ornstein- Uhlenbeck process (Q1332879)
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scientific article; zbMATH DE number 633680
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On minimum \(L_ 1\)-norm estimate of the parameter of the Ornstein- Uhlenbeck process |
scientific article; zbMATH DE number 633680 |
Statements
On minimum \(L_ 1\)-norm estimate of the parameter of the Ornstein- Uhlenbeck process (English)
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12 December 1994
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Ornstein-Uhlenbeck process
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minimum distance estimation
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L1-norm estimation
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consistency
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asymptotic normality
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diffusion process
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linear process
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0.9387002
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0.9245941
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0.90527594
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0.9038958
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