Parameter estimation for the skew Ornstein-Uhlenbeck processes based on discrete observations (Q5077414)
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scientific article; zbMATH DE number 7528886
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Parameter estimation for the skew Ornstein-Uhlenbeck processes based on discrete observations |
scientific article; zbMATH DE number 7528886 |
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Parameter estimation for the skew Ornstein-Uhlenbeck processes based on discrete observations (English)
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18 May 2022
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skew Ornstein-Uhlenbeck process
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strong consistency
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asymptotic normality
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moment estimation
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invariant density
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