Alexander Gushchin, Ilya Pavlyukevich, Marian Ritsch, “Drift estimation for a Lévy–driven Ornstein–Uhlenbeck process with heavy tails”, Statistical Inference for Stochastic Processes, 2020, Volume 23, Issue 3, Pages 553

Statistical Inference for Stochastic Processes

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Statistical Inference for Stochastic Processes, 2020, Volume 23, Issue 3, Pages 553–570
DOI: https://doi.org/10.1007/s11203-020-09210-8 (Mi sisp2)

Citations (2)

DOI: https://doi.org/10.1007/s11203-020-09210-8

Funding agency	Grant number
German Academic Exchange Service (DAAD)
The authors thank the DAAD exchange programme Eastern Partnership for financial support.

Received: 25.11.2019
Accepted: 18.03.2020

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Document Type: Article

Language: English

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This publication is cited in the following 2 articles:

Valentin Courgeau, Almut E. D. Veraart, “Likelihood theory for the graph Ornstein-Uhlenbeck process”, Stat Inference Stoch Process, 25:2 (2022), 227
Kevin W. Lu, “Calibration for multivariate Lévy-driven Ornstein-Uhlenbeck processes with applications to weak subordination”, Stat Inference Stoch Process, 25:2 (2022), 365

Citing articles in Google Scholar: Russian citations, English citations
Related articles in Google Scholar: Russian articles, English articles

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