Parameter estimation for non-stationary reflected Ornstein-Uhlenbeck processes driven by \(\alpha\)-stable noises (Q2288766)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Parameter estimation for non-stationary reflected Ornstein-Uhlenbeck processes driven by \(\alpha\)-stable noises |
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Parameter estimation for non-stationary reflected Ornstein-Uhlenbeck processes driven by \(\alpha\)-stable noises (English)
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20 January 2020
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non-stationary reflected Ornstein-Uhlenbeck processes
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\(\alpha\)-stable processes
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trajectory fitting method
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consistency
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stable distribution
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