Moment estimators for parameters of Lévy‐driven Ornstein–Uhlenbeck processes
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Publication:5095827
DOI10.1111/jtsa.12630OpenAlexW3209309129MaRDI QIDQ5095827
Jianqiang Hu, Yan-Feng Wu, Xiangyu Yang
Publication date: 11 August 2022
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/jtsa.12630
Asymptotic properties of parametric estimators (62F12) Markov processes: estimation; hidden Markov models (62M05) Continuous-time Markov processes on general state spaces (60J25) Inference from stochastic processes (62Mxx)
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