A note on "Least squares estimator for discretely observed Ornstein-Uhlenbeck processes with small Lévy noises"
The asymptotic estimation of drift parameter is studied for generalized Ornstein-Uhlenbeck processes with small Lévy noises. We extend the work of Long (2009) and show that the main results of Long (2009) hold under the weaker conditions.
Year of publication: |
2010
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Authors: | Ma, Chunhua |
Published in: |
Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 80.2010, 19-20, p. 1528-1531
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Publisher: |
Elsevier |
Keywords: | Ornstein-Uhlenbeck process Stable Levy process Least squares estimator Convergence in Skorokhod topology |
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