Estimation for Nonnegative Lévy-Driven Ornstein-Uhlenbeck Processes (Q5448746)
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scientific article; zbMATH DE number 5246106
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation for Nonnegative Lévy-Driven Ornstein-Uhlenbeck Processes |
scientific article; zbMATH DE number 5246106 |
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Estimation for Nonnegative Lévy-Driven Ornstein-Uhlenbeck Processes (English)
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7 March 2008
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continuous-time autoregression
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Ornstein-Uhlenbeck process
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Lévy process
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stochastic differential equation
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sampled process
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