The least squares estimation for the \(\alpha\)-stable Ornstein-Uhlenbeck process with constant drift (Q2176362)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The least squares estimation for the \(\alpha\)-stable Ornstein-Uhlenbeck process with constant drift |
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The least squares estimation for the \(\alpha\)-stable Ornstein-Uhlenbeck process with constant drift (English)
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4 May 2020
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least squares estimation
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Ornstein-Uhlenbeck process
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\(\alpha\)-stable motion
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consistency
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asymptotic distribution
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