Parameter estimation for the skew Ornstein-Uhlenbeck processes based on discrete observations

DOI10.1080/03610926.2019.1568490OpenAlexW2915062484WikidataQ128491419 ScholiaQ128491419MaRDI QIDQ5077414

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Publication date: 18 May 2022

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2019.1568490

zbMATH Keywords

asymptotic normalitystrong consistencyinvariant densitymoment estimationskew Ornstein-Uhlenbeck process

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (2)

Parameter estimation for threshold Ornstein-Uhlenbeck processes from discrete observations ⋮ Drift Estimation of the Threshold Ornstein-Uhlenbeck Process From Continuous and Discrete Observations

Cites Work

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• Strong Markov Continuous Local Martingales and Solutions of One-Dimensional Stochastic Differential Equations (Part III)
• Diffusion Processes with Generalized Drift Coefficients
• Stochastic Differential Equations with Generalized Drift Vector

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