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Optimal stable Ornstein-Uhlenbeck regression - MaRDI portal

Optimal stable Ornstein-Uhlenbeck regression (Q6176241)

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scientific article; zbMATH DE number 7716673
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Optimal stable Ornstein-Uhlenbeck regression
scientific article; zbMATH DE number 7716673

    Statements

    title
    Optimal stable Ornstein-Uhlenbeck regression (English)
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    author
    Hiroki Masuda
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    publication date
    25 July 2023
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    zbMATH Keywords
    asymptotic mixed normality
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    optimal regression
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    stable Ornstein-Uhlenbeck process
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    Identifiers

    arXiv ID
    2006.04630
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    zbMATH DE Number
    7716673
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    OpenAlex ID
    W4324027610
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