Ergodic estimators of double exponential Ornstein–Uhlenbeck processes
Author:
Funder
Natural Sciences and Engineering Research Council of Canada
University of Alberta
Publisher
Elsevier BV
Subject
Applied Mathematics,Computational Mathematics
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Cited by 2 articles. 订阅此论文施引文献 订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献
1. Modified least squares estimators for Ornstein–Uhlenbeck processes from low-frequency observations;Applied Mathematics Letters;2024-10
2. General results on precise asymptotics for the stochastic heat equation;Communications in Statistics - Theory and Methods;2024-04-04
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