A note on "Least squares estimator for discretely observed Ornstein-Uhlenbeck processes with small Lévy noises"

Chunhua Ma

Statistics & Probability Letters, 2010, vol. 80, issue 19-20, 1528-1531

Abstract: 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.

Keywords: Ornstein-Uhlenbeck; process; Stable; Levy; process; Least; squares; estimator; Convergence; in; Skorokhod; topology (search for similar items in EconPapers)
Date: 2010
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Citations: View citations in EconPapers (10)

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