A Least Squares Estimator for Lévy-driven Moving Averages Based on Discrete Time Observations (Q5259116)
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scientific article; zbMATH DE number 6449771
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Least Squares Estimator for Lévy-driven Moving Averages Based on Discrete Time Observations |
scientific article; zbMATH DE number 6449771 |
Statements
A Least Squares Estimator for Lévy-driven Moving Averages Based on Discrete Time Observations (English)
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24 June 2015
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asymptotic normality
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consistency
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Lévy process
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least squares method
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Ornstein-Uhlenbeck
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moving average
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