Least squares estimator for Ornstein–Uhlenbeck processes driven by small fractional Lévy noises (Q5078489)
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scientific article; zbMATH DE number 7530939
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Least squares estimator for Ornstein–Uhlenbeck processes driven by small fractional Lévy noises |
scientific article; zbMATH DE number 7530939 |
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Least squares estimator for Ornstein–Uhlenbeck processes driven by small fractional Lévy noises (English)
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23 May 2022
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Ornstein-Uhlenbeck process
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fraction Lévy process
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least squares estimator
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consistency
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asymptotic behavior
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0.9713075
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