Ergodic estimators of double exponential Ornstein-Uhlenbeck processes (Q6133114)
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scientific article; zbMATH DE number 7715672
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Ergodic estimators of double exponential Ornstein-Uhlenbeck processes |
scientific article; zbMATH DE number 7715672 |
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Ergodic estimators of double exponential Ornstein-Uhlenbeck processes (English)
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21 July 2023
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double exponential Ornstein-Uhlenbeck process
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discrete time observation
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ergodic estimators
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strong consistency
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central limit theorem
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exact simulation
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