Least squares estimation for the Ornstein-Uhlenbeck process with small Hermite noise (Q6640106)
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scientific article; zbMATH DE number 7946056
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Least squares estimation for the Ornstein-Uhlenbeck process with small Hermite noise |
scientific article; zbMATH DE number 7946056 |
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Least squares estimation for the Ornstein-Uhlenbeck process with small Hermite noise (English)
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18 November 2024
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non Gaussian
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Hermite process
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parameter estimation
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multiple Wiener-Itô integrals
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Ornstein-Uhlenbeck process
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small noise
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