Estimation of unknown parameters of the Ornstein-Uhlenbeck process with jumps in the nonstationary case (Q2896625)
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scientific article; zbMATH DE number 6056380
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation of unknown parameters of the Ornstein-Uhlenbeck process with jumps in the nonstationary case |
scientific article; zbMATH DE number 6056380 |
Statements
16 July 2012
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Ornstein-Uhlenbeck process
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compound Poisson process
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stochastic integral
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confidence interval
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0.91670847
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0.91392165
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0.9132176
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0.91213816
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0.9111937
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0.9094249
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Estimation of unknown parameters of the Ornstein-Uhlenbeck process with jumps in the nonstationary case (English)
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