Approximate self-weighted LAD estimation of discretely observed ergodic Ornstein-Uhlenbeck processes (Q1952068)
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scientific article; zbMATH DE number 6166516
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Approximate self-weighted LAD estimation of discretely observed ergodic Ornstein-Uhlenbeck processes |
scientific article; zbMATH DE number 6166516 |
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Approximate self-weighted LAD estimation of discretely observed ergodic Ornstein-Uhlenbeck processes (English)
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27 May 2013
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discrete-time sampling
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Lévy process
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Ornstein-Uhlenbeck process
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self-weighted LAD estimation
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0.88040143
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0.8787116
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0.87643087
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0.8762898
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0.8761735
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0.87522095
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0.8747018
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0.8719149
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0.8703916
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