Parameter estimation for the discretely observed vasicek model with small fractional Lévy noise
type: Item
instance of: scholarly article
title: Parameter estimation for the discretely observed vasicek model with small fractional Lévy noise
author: Guangjun Shen
author: Qingbo Wang
author: Xiuwei Yin
publication date: 2020-04-15T00:00:00Z
Mathematics Subject Classification ID: 65C30
Mathematics Subject Classification ID: 60G22
Mathematics Subject Classification ID: 93E24
Mathematics Subject Classification ID: 60F05
zbMATH DE Number: 7189511
zbMATH Keywords: Ornstein-Uhlenbeck process
zbMATH Keywords: fraction Lévy processes
zbMATH Keywords: least squares estimator
zbMATH Keywords: consistency
zbMATH Keywords: asymptotic distribution
describes a project that uses: YUIMA
MaRDI profile type: Publication
full work available at URL: s10114-020-9121-y
OpenAlex ID: W3015529187
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DOI: 10.1007/S10114-020-9121-Y
published in: Acta Mathematica Sinica, English Series
description: scientific article; zbMATH DE number 7189511