Semi-parametric estimation of the autoregressive parameter in non-Gaussian Ornstein–Uhlenbeck processes (Q5087552)
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scientific article; zbMATH DE number 7551987
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Semi-parametric estimation of the autoregressive parameter in non-Gaussian Ornstein–Uhlenbeck processes |
scientific article; zbMATH DE number 7551987 |
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Semi-parametric estimation of the autoregressive parameter in non-Gaussian Ornstein–Uhlenbeck processes (English)
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1 July 2022
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adaptive estimation
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kernel density estimation
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Lévy process
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minimum squared distance to independence
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self-decomposable distribution
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0.91482025
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0.90759015
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0.90553874
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0.90267867
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0.8964981
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0.8939492
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