Approximate self-weighted LAD estimation of discretely observed ergodic ornstein-uhlenbeck processes

Electronic Journal of Statistics

Volumn 4, Issue , 2010, Pages 525-565

  Masuda, Hiroki ^a  

^a KYUSHU UNIVERSITY   (Japan)

Author keywords

Discrete time sampling; L vy process; Ornstein Uhlenbeck process; Self weighted LAD estimation

Indexed keywords

EID: 79251601168     PISSN: 19357524     EISSN: None     Source Type: Journal    
DOI: 10.1214/10-EJS565     Document Type: Article

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