JOURNAL ARTICLE

A note on “Least squares estimator for discretely observed Ornstein–Uhlenbeck processes with small Lévy noises”

Chunhua Ma

Year: 2010 Journal:   Statistics & Probability Letters Vol: 80 (19-20)Pages: 1528-1531   Publisher: Elsevier BV
Keywords:
Mathematics Ornstein–Uhlenbeck process Estimator Applied mathematics Statistics Stochastic process

Metrics

27
Cited By
0.94
FWCI (Field Weighted Citation Impact)
7
Refs
0.82
Citation Normalized Percentile
Is in top 1%
Is in top 10%

Citation History

Topics

Stochastic processes and financial applications
Social Sciences →  Economics, Econometrics and Finance →  Finance
Probability and Risk Models
Social Sciences →  Decision Sciences →  Management Science and Operations Research
Stochastic processes and statistical mechanics
Physical Sciences →  Mathematics →  Mathematical Physics

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