Approximate self-weighted LAD estimation of discretely observed ergodic Ornstein-Uhlenbeck processes
type: Item
instance of: scholarly article
title: Approximate self-weighted LAD estimation of discretely observed ergodic Ornstein-Uhlenbeck processes
zbMATH Open document ID: 1329.62364
DOI: 10.1214/10-EJS565
author: Hiroki Masuda
published in: Electronic Journal of Statistics
publication date: 2013-05-27T00:00:00Z
full work available at URL: https://projecteuclid.org/euclid.ejs/1276694114
Mathematics Subject Classification ID: 62M05
Mathematics Subject Classification ID: 62F12
Mathematics Subject Classification ID: 60G51
Mathematics Subject Classification ID: 60J60
zbMATH DE Number: 6166516
zbMATH Keywords: discrete-time sampling
zbMATH Keywords: Lévy process
zbMATH Keywords: Ornstein-Uhlenbeck process
zbMATH Keywords: self-weighted LAD estimation
MaRDI profile type: Publication
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OpenAlex ID: W1993412750
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description: scientific article; zbMATH DE number 6166516