Asymptotique de l'estimateur de distance minimale du paramètre du processus d'Ornstein-Uhlenbeck

DOI10.1016/S0764-4442(97)80137-1zbMath0907.62091MaRDI QIDQ4379156

Sylvain Hénaff

Publication date: 1 March 1999

Published in: Comptes Rendus de l'Académie des Sciences - Series I - Mathematics (Search for Journal in Brave)

zbMATH Keywords

Ornstein-Uhlenbeck process\(L_p\)-normsupremum normminimum distance estimate

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Markov processes: estimation; hidden Markov models (62M05)

Related Items (4)

Minimum distance estimation for fractional Ornstein-Uhlenbeck type process ⋮ Parameter estimation for stochastic differential equations driven by mixed fractional Brownian motion ⋮ Parameter estimation for Ornstein-Uhlenbeck processes driven by fractional Lévy process ⋮ Minimum distance parameter estimation for Ornstein-Uhlenbeck processes driven by Lévy process

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