Drift estimation for a Lévy-driven Ornstein-Uhlenbeck process with heavy tails (Q2023469)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Drift estimation for a Lévy-driven Ornstein-Uhlenbeck process with heavy tails |
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Drift estimation for a Lévy-driven Ornstein-Uhlenbeck process with heavy tails (English)
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3 May 2021
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Lévy process
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Ornstein-Uhlenbeck type process
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local asymptotic mixed normality
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heavy tails
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regular variation
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maximum likelihood estimator
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asymptotic observed information
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