Parameter Estimation for Ornstein–Uhlenbeck Driven by Ornstein–Uhlenbeck Processes with Small Lévy Noises
Work
Year: 2022
Type: article
Authors Xuekang Zhang, Huisheng Shu, Haoran Yi
Institutions Anhui Polytechnic University, Anhui Provincial Department of Education, Donghua University
Cites: 29
Cited by: 2
Related to: 10
FWCI: 0.513
Citation percentile (by year/subfield): 67.59
Subfield: Finance
Domain: Social Sciences
Open Access status: closed