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"Modified least squares estimators for Ornstein-Uhlenbeck processes from ..."

Yuecai Han, Yaozhong Hu, Dingwen Zhang (2024)

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DOI: 10.1016/J.AML.2024.109143

access: closed

type: Journal Article

metadata version: 2024-08-02

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Yuecai Han, Yaozhong Hu, Dingwen Zhang:
Modified least squares estimators for Ornstein-Uhlenbeck processes from low-frequency observations. Appl. Math. Lett. 156: 109143 (2024)

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