دورية أكاديمية

Drift estimation for a Lévy-driven Ornstein–Uhlenbeck process with heavy tails

التفاصيل البيبلوغرافية
العنوان: Drift estimation for a Lévy-driven Ornstein–Uhlenbeck process with heavy tails
المؤلفون: Gushchin, AlexanderAff1, Aff2, Pavlyukevich, IlyaAff3, Ritsch, Marian
المصدر: Statistical Inference for Stochastic Processes: An International Journal devoted to Time Series Analysis and the Statistics of Continuous Time Processes and Dynamical Systems. 23(3):553-570
قاعدة البيانات: Springer Nature Journals
الوصف
تدمد:13870874
15729311
DOI:10.1007/s11203-020-09210-8