A least squares estimator for discretely observed Ornstein-Uhlenbeck processes driven by symmetric \(\alpha \)-stable motions
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Publication:1934478
DOI10.1007/s10463-012-0362-0zbMath1440.62324OpenAlexW2092680090MaRDI QIDQ1934478
Publication date: 28 January 2013
Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10463-012-0362-0
asymptotic distributionconsistencyleast squares methodstable lawOrnstein-Uhlenbeckparametric estimation
Asymptotic properties of parametric estimators (62F12) Asymptotic distribution theory in statistics (62E20) Markov processes: estimation; hidden Markov models (62M05) Diffusion processes (60J60) Stable stochastic processes (60G52)
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