Moment estimators for the parameters of Ornstein-Uhlenbeck processes driven by compound Poisson processes (Q2330042)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Moment estimators for the parameters of Ornstein-Uhlenbeck processes driven by compound Poisson processes |
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Moment estimators for the parameters of Ornstein-Uhlenbeck processes driven by compound Poisson processes (English)
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18 October 2019
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Ornstein-Uhlenbeck process
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stochastic hybrid system
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parameter estimation
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method of moments
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