Parameter estimation for integrated Ornstein–Uhlenbeck processes with small Lévy noises
Work
Year: 2023
Type: article
Source: Statistics & Probability Letters
Authors Huisheng Shu, Ziwei Jiang, Xuekang Zhang
Institutions Donghua University, Anhui Provincial Department of Education, Anhui Polytechnic University
Cites: 24
Cited by: 1
Related to: 10
FWCI: 0.491
Citation percentile (by year/subfield): 57.88
Subfield: Finance
Domain: Social Sciences
Open Access status: closed