Optimal stable Ornstein-Uhlenbeck regression

DOI10.1007/s42081-023-00197-zarXiv2006.04630OpenAlexW4324027610MaRDI QIDQ6176241

Hiroki Masuda

Publication date: 25 July 2023

Published in: Japanese Journal of Statistics and Data Science (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2006.04630

zbMATH Keywords

asymptotic mixed normalityoptimal regressionstable Ornstein-Uhlenbeck process

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (1)

Gaussian quasi-information criteria for ergodic Lévy driven SDE

Cites Work

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