دورية أكاديمية
Drift estimation for a Lévy-driven Ornstein–Uhlenbeck process with heavy tails
العنوان: | Drift estimation for a Lévy-driven Ornstein–Uhlenbeck process with heavy tails |
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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 |
تدمد: | 13870874 15729311 |
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DOI: | 10.1007/s11203-020-09210-8 |