Least squares estimation for discretely observed Ornstein–Uhlenbeck process driven by small stable noises (Q6107603)
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scientific article; zbMATH DE number 7706306
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Least squares estimation for discretely observed Ornstein–Uhlenbeck process driven by small stable noises |
scientific article; zbMATH DE number 7706306 |
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Least squares estimation for discretely observed Ornstein–Uhlenbeck process driven by small stable noises (English)
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3 July 2023
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least squares estimation
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Ornstein-Uhlenbeck process
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small \(\alpha\)-stable noises
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consistency
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asymptotic distribution
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discrete observation
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0.9805775
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0.95842576
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0.9530866
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0.94949913
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0.94716895
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0.9420902
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0.9370502
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0.9311708
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