Least Squares Estimators for Discretely Observed Vasicek Interest Rate Model with Small α Stable Noises
نویسندگان
چکیده
منابع مشابه
Least squares estimators for discretely observed stochastic processes driven by small Lévy noises
AMS 2010 subject classifications: primary 62F12 62M05 secondary 60G52 60J75 Keywords: Asymptotic distribution of LSE Consistency of LSE Discrete observations Least squares method Stochastic processes Parameter estimation Small Lévy noises a b s t r a c t We study the problem of parameter estimation for discretely observed stochastic processes driven by additive small Lévy noises. We do not impo...
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ژورنال
عنوان ژورنال: Statistics and Application
سال: 2017
ISSN: 2325-2251,2325-226X
DOI: 10.12677/sa.2017.65061