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Least squares estimators for discretely observed stochastic processes
  driven by small Levy noises

Least squares estimators for discretely observed stochastic processes driven by small Levy noises

20 April 2012
Hongwei Long
Y. Shimizu
Wei Sun
ArXivPDFHTML

Papers citing "Least squares estimators for discretely observed stochastic processes driven by small Levy noises"

1 / 1 papers shown
Title
Method of Moments Estimation of Ornstein-Uhlenbeck Processes Driven by
  General Lévy Process
Method of Moments Estimation of Ornstein-Uhlenbeck Processes Driven by General Lévy Process
K. Spiliopoulos
56
25
0
17 Jul 2008
1