A note on ``Least squares estimator for discretely observed Ornstein-Uhlenbeck processes with small Lévy noises
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Publication:990921
DOI10.1016/j.spl.2010.06.006zbMath1203.62141OpenAlexW1978009942MaRDI QIDQ990921
Publication date: 1 September 2010
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2010.06.006
Ornstein-Uhlenbeck processleast squares estimatorstable Lévy processconvergence in Skorokhod topology
Asymptotic properties of parametric estimators (62F12) Markov processes: estimation; hidden Markov models (62M05)
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Cites Work
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- Least squares estimator for discretely observed Ornstein-Uhlenbeck processes with small Lévy noises
- Estimation for stochastic differential equations with a small diffusion coefficient
- Non-Gaussian Ornstein–Uhlenbeck-based Models and Some of Their Uses in Financial Economics
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