Parameter estimation for certain nonstationary processes driven by α-stable motions
Author:
Affiliation:
1. School of Information Science and Technology, Donghua University, Shanghai, China;
2. School of Science, Donghua University, Shanghai, China
Funder
National Natural Science Foundation of China
Fundamental Research Funds for the Central Universities
Graduate Student Innovation Fund of Donghua University
Publisher
Informa UK Limited
Subject
Statistics and Probability
Link
https://www.tandfonline.com/doi/pdf/10.1080/03610926.2019.1630436
Reference31 articles.
1. Lévy Processes and Stochastic Calculus
2. Parametric estimation for non recurrent diffusion processes
3. On Ornstein–Uhlenbeck driven by Ornstein–Uhlenbeck processes
4. Asymptotic Optimal Inference for Non-ergodic Models
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2. Parameter Estimation for Ornstein–Uhlenbeck Driven by Ornstein–Uhlenbeck Processes with Small Lévy Noises;Journal of Theoretical Probability;2022-04-06
3. Parameter estimation for non-stationary reflected Ornstein–Uhlenbeck processes driven by α-stable noises;Statistics & Probability Letters;2020-01
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