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Parameter estimation for Ornstein–Uhlenbeck processes driven by fractional Lévy process
We study the minimum Skorohod distance estimation [Formula: see text] and minimum [Formula: see text] -norm estimation [Formula: see text] of the drift parameter θ of a stochastic differential equation [Formula: see text] , [Formula: see text] , where [Formula: see text] is a fractional Lévy process...
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| Izdano u: | J Inequal Appl |
|---|---|
| Glavni autori: | , , |
| Format: | Artigo |
| Jezik: | Inglês |
| Izdano: |
Springer International Publishing
2018
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| Teme: | |
| Online pristup: | https://ncbi.nlm.nih.gov/pmc/articles/PMC6311196/ https://ncbi.nlm.nih.gov/pubmed/30839924 https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1186/s13660-018-1951-0 |
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