On the consistency of the MLE for Ornstein-Uhlenbeck and other selfdecomposable processes (Q265662)
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scientific article; zbMATH DE number 6562540
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the consistency of the MLE for Ornstein-Uhlenbeck and other selfdecomposable processes |
scientific article; zbMATH DE number 6562540 |
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On the consistency of the MLE for Ornstein-Uhlenbeck and other selfdecomposable processes (English)
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4 April 2016
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consistent estimator
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MLE
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selfdecomposable distributions
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Ornstein-Uhlenbeck processes
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tempered stable distributions
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stable distributions
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