Semi-parametric estimation of the autoregressive parameter in non-Gaussian Ornstein–Uhlenbeck processes

DOI10.1080/03610918.2018.1468456OpenAlexW2943676473MaRDI QIDQ5087552

Emanuele Taufer, Sreenivasa Rao Jammalamadaka

Publication date: 1 July 2022

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2018.1468456

zbMATH Keywords

Lévy processadaptive estimationkernel density estimationself-decomposable distributionminimum squared distance to independence

Mathematics Subject Classification ID

Statistics (62-XX)

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