Modified least squares estimators for Ornstein-Uhlenbeck processes from low-frequency observations (Q6580300)
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scientific article; zbMATH DE number 7888243
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Modified least squares estimators for Ornstein-Uhlenbeck processes from low-frequency observations |
scientific article; zbMATH DE number 7888243 |
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Modified least squares estimators for Ornstein-Uhlenbeck processes from low-frequency observations (English)
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29 July 2024
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Ornstein-Uhlenbeck process
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low-frequency observations
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modified least squares estimator
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ergodic estimator
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strong consistency
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joint asymptotic normality
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