Modified least squares estimators for Ornstein–Uhlenbeck processes from low-frequency observations

Yuecai Han; Yaozhong Hu; Dingwen Zhang

doi:10.1016/j.aml.2024.109143

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Modified least squares estimators for Ornstein–Uhlenbeck processes from low-frequency observations

Yuecai Han Yaozhong Hu Dingwen Zhang

Year: 2024 Journal: Applied Mathematics Letters Vol: 156 Pages: 109143-109143 Publisher: Elsevier BV

DOI: 10.1016/j.aml.2024.109143

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Keywords:

Mathematics Estimator Applied mathematics Consistency (knowledge bases) Asymptotic distribution Ergodic theory Least-squares function approximation Strong consistency Ornstein–Uhlenbeck process Statistics Mathematical analysis Stochastic process Discrete mathematics

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Modified least squares estimators for Ornstein–Uhlenbeck processes from low-frequency observations

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