Least squares estimator for Ornstein–Uhlenbeck processes...

Stochastic Processes and their Applications 2009 Vol. 119; Iss. 8

Least squares estimator for Ornstein–Uhlenbeck processes driven by -stable motions

Yaozhong Hu, Hongwei Long
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Volume:
119
Year:
2009
Language:
english
Pages:
16
DOI:
10.1016/j.spa.2008.12.006
File:
PDF, 703 KB
english, 2009
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