The least squares estimation for the \(\alpha\)-stable Ornstein-Uhlenbeck process with constant drift
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Publication:2176362
DOI10.1007/S11009-018-9654-ZzbMath1447.60085OpenAlexW2889215085MaRDI QIDQ2176362
Publication date: 4 May 2020
Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11009-018-9654-z
asymptotic distributionconsistencyOrnstein-Uhlenbeck processleast squares estimation\(\alpha\)-stable motion
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Strong limit theorems (60F15) Stable stochastic processes (60G52)
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Cites Work
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