Parameter estimation for the discretely observed vasicek model with small fractional Lévy noise (Q1987558)
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scientific article; zbMATH DE number 7189511
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Parameter estimation for the discretely observed vasicek model with small fractional Lévy noise |
scientific article; zbMATH DE number 7189511 |
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Parameter estimation for the discretely observed vasicek model with small fractional Lévy noise (English)
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15 April 2020
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Ornstein-Uhlenbeck process
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fraction Lévy processes
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least squares estimator
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consistency
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asymptotic distribution
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