| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 1152857 | Statistics & Probability Letters | 2010 | 4 Pages |
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.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Chunhua Ma,