Parameter estimation for Ornstein–Uhlenbeck processes of the second kind driven by α-stable Lévy motions (Q4595874)
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scientific article; zbMATH DE number 6816094
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Parameter estimation for Ornstein–Uhlenbeck processes of the second kind driven by α-stable Lévy motions |
scientific article; zbMATH DE number 6816094 |
Statements
Parameter estimation for Ornstein–Uhlenbeck processes of the second kind driven by α-stable Lévy motions (English)
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6 December 2017
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\(\alpha\)-stable Lévy motions
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asymptotic distribution
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consistency
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Ornstein-Uhlenbeck processes
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weighted trajectory fitting estimator
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