Parameter estimation for Ornstein-Uhlenbeck driven by Ornstein-Uhlenbeck processes with small Lévy noises (Q6046185)
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scientific article; zbMATH DE number 7686367
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Parameter estimation for Ornstein-Uhlenbeck driven by Ornstein-Uhlenbeck processes with small Lévy noises |
scientific article; zbMATH DE number 7686367 |
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Parameter estimation for Ornstein-Uhlenbeck driven by Ornstein-Uhlenbeck processes with small Lévy noises (English)
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16 May 2023
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Ornstein-Uhlenbeck processes
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small Lévy noises
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least squares estimator
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consistency
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asymptotic distribution
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