Least squares estimator for discretely observed Ornstein–Uhlenbeck processes with small Lévy noises

✍ Scribed by Hongwei Long

• Book ID: 108267654
• Publisher: Elsevier Science
• Year: 2009
• Tongue: English
• Weight: 651 KB
• Volume: 79
• Category: Article
• ISSN: 0167-7152
• DOI: 10.1016/j.spl.2009.06.018