Fractional lower order covariance based-estimator for Ornstein-Uhlenbeck process with stable distribution (Q5135683)
From MaRDI portal
scientific article; zbMATH DE number 7276635
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Fractional lower order covariance based-estimator for Ornstein-Uhlenbeck process with stable distribution |
scientific article; zbMATH DE number 7276635 |
Statements
Fractional lower order covariance based-estimator for Ornstein-Uhlenbeck process with stable distribution (English)
0 references
23 November 2020
0 references
Ornstein-Uhlenbeck process
0 references
FLOC
0 references
estimation
0 references
stable distribution
0 references
