Least squares estimation for discretely observed Ornstein–Uhlenbeck process driven by small stable noises

DOI10.1080/03610926.2021.1986537OpenAlexW3202180198MaRDI QIDQ6107603

Chao Wei

Publication date: 3 July 2023

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

Full work available at URL: https://doi.org/10.1080/03610926.2021.1986537

zbMATH Keywords

asymptotic distributionconsistencyOrnstein-Uhlenbeck processleast squares estimationdiscrete observationsmall \(\alpha\)-stable noises

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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