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Can I read Least squares estimator for Ornstein–Uhlenbeck processes driven by α-stable motions on EtoBox?
Least squares estimator for Ornstein–Uhlenbeck processes driven by α-stable motions by Yaozhong Hu; Hongwei Long is a Mathematics article available to read on EtoBox.
What is Least squares estimator for Ornstein–Uhlenbeck processes driven by α-stable motions about?
We study the problem of parameter estimation for generalized Ornstein-Uhlenbeck processes driven by α-stable noises, observed at discrete time instants. Least squares method is used to obtain an asymptotically consistent estimator. The strong consistency and the rate of convergence of the estimator have been studied. The estimator has a higher order of convergence in the general stable, non-Gaussian case than in the classical Gaussian case.
Who reads Least squares estimator for Ornstein–Uhlenbeck processes driven by α-stable motions?
It is typically read by researchers, students, and practitioners in Mathematics.
- Author
- Yaozhong Hu; Hongwei Long
- Publisher
- Elsevier Science; Elsevier ; Elsevier BV (ISSN 0304-4149)
- Published
- 2009
- Language
- EN
- Field
- Mathematics (Physical Sciences)