On the singularity of least squares estimator for mean-reverting \(\alpha\)-stable motions
type: Item
instance of: scholarly article
title: On the singularity of least squares estimator for mean-reverting \(\alpha\)-stable motions
zbMATH Open document ID: 1212.60086
DOI: 10.1016/S0252-9602(09)60056-4
author: Yaozhong Hu
author: Hongwei Long
published in: Acta Mathematica Scientia. Series B. (English Edition)
publication date: 2010-07-08T00:00:00Z
Mathematics Subject Classification ID: 60G52
Mathematics Subject Classification ID: 62M05
Mathematics Subject Classification ID: 65C30
Mathematics Subject Classification ID: 93E24
zbMATH DE Number: 5732979
zbMATH Keywords: asymptotic distribution
zbMATH Keywords: consistency
zbMATH Keywords: discrete observation
zbMATH Keywords: least squares method
zbMATH Keywords: Ornstein-Uhlenbeck processes
zbMATH Keywords: mean-reverting processes
zbMATH Keywords: singularity
zbMATH Keywords: \(\alpha\)-stable processes
zbMATH Keywords: stable stochastic integrals
MaRDI profile type: Publication
full work available at URL: s0252-9602(09)60056-4
OpenAlex ID: W2053365694
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description: scientific article; zbMATH DE number 5732979