A least squares estimator for discretely observed Ornstein-Uhlenbeck processes driven by symmetric \(\alpha \)-stable motions
type: Item
instance of: scholarly article
title: A least squares estimator for discretely observed Ornstein-Uhlenbeck processes driven by symmetric \(\alpha \)-stable motions
zbMATH Open document ID: 1440.62324
author: Shibin Zhang
author: Xinsheng Zhang
published in: Annals of the Institute of Statistical Mathematics
publication date: 2013-01-28T00:00:00Z
Mathematics Subject Classification ID: 62M05
Mathematics Subject Classification ID: 60J60
Mathematics Subject Classification ID: 60G52
Mathematics Subject Classification ID: 62F12
Mathematics Subject Classification ID: 62E20
zbMATH DE Number: 6131981
zbMATH Keywords: stable law
zbMATH Keywords: Ornstein-Uhlenbeck
zbMATH Keywords: parametric estimation
zbMATH Keywords: consistency
zbMATH Keywords: asymptotic distribution
zbMATH Keywords: least squares method
MaRDI profile type: Publication
full work available at URL: s10463-012-0362-0
OpenAlex ID: W2092680090
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DOI: 10.1007/S10463-012-0362-0
description: scientific article; zbMATH DE number 6131981