Nonparametric inference for Lévy-driven Ornstein-Uhlenbeck processes (Q817968)
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scientific article; zbMATH DE number 5014661
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonparametric inference for Lévy-driven Ornstein-Uhlenbeck processes |
scientific article; zbMATH DE number 5014661 |
Statements
Nonparametric inference for Lévy-driven Ornstein-Uhlenbeck processes (English)
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23 March 2006
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self-decomposability
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support-reduction algorithm
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uniform convergence of characteristic functions
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cumulant \(M\)-estimators
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consistency
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Lévy process
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