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Classical method of moments for partially and discretely observed ergodic models (Q1778998)

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scientific article; zbMATH DE number 2177195
Language Label Description Also known as
English
Classical method of moments for partially and discretely observed ergodic models
scientific article; zbMATH DE number 2177195

    Statements

    title
    Classical method of moments for partially and discretely observed ergodic models (English)
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    author
    Hiroki Masuda
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    publication date
    20 June 2005
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    zbMATH Keywords
    ergodicity
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    method of moments
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    Ornstein-Uhlenbeck process driven by a Lévy process
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    partially and discretely observed models
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    stochastic differential equations
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    Identifiers

    Mathematics Subject Classification ID
    62M05
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    60H10
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    62M09
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    zbMATH DE Number
    2177195
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    OpenAlex ID
    W1973539612
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