References

DOI10.1201/b12126-7zbMath1285.60080OpenAlexW4234770968MaRDI QIDQ4913200

Alexander M. Lindner, Peter J. Brockwell

Publication date: 3 April 2013

Published in: Statistical Methods for Stochastic Differential Equations (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1201/b12126-7

zbMATH Keywords

Ornstein-Uhlenbeck processLévy processtime series model

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Non-Markovian processes: estimation (62M09) Markov processes: estimation; hidden Markov models (62M05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60)

Related Items (4)

Moment estimators for parameters of Lévy‐driven Ornstein–Uhlenbeck processes ⋮ On Ornstein-Uhlenbeck driven by Ornstein-Uhlenbeck processes ⋮ Low-frequency estimation of continuous-time moving average Lévy processes ⋮ Selfsimilar diffusions

This page was built for publication: References