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Moment estimators for parameters of Lévy‐driven Ornstein–Uhlenbeck processes - MaRDI portal

Moment estimators for parameters of Lévy‐driven Ornstein–Uhlenbeck processes (Q5095827)

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scientific article; zbMATH DE number 7570757
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English
Moment estimators for parameters of Lévy‐driven Ornstein–Uhlenbeck processes
scientific article; zbMATH DE number 7570757

    Statements

    title
    Moment estimators for parameters of Lévy‐driven Ornstein–Uhlenbeck processes (English)
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    author
    Yan-Feng Wu
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    Jianqiang Hu
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    Xiangyu Yang
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    publication date
    11 August 2022
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    zbMATH Keywords
    Ornstein-Uhlenbeck process
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    Lévy process
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    method of moments
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    parameter estimation
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    cites work
    References
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    Q5134772
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    Q4937701
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    Asymptotic Statistics
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    Q3169930
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    Identifiers

    DOI
    10.1111/jtsa.12630
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    Mathematics Subject Classification ID
    62Mxx
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    62F12
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    62M05
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    60J25
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    zbMATH DE Number
    7570757
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    OpenAlex ID
    W3209309129
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