Least squares estimator for discretely observed Ornstein-Uhlenbeck processes with small Lévy noises

By Hongwei Long. 2009

62 citations recorded by the source corpus.

Subfields: Finance, Mathematical Physics

View Paper: https://www.semanticscholar.org/paper/18e1a8c1c3157126b0be8e18a087e71bb85f1f13

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Finance

1. Hongwei Long
2. Chunhua Ma
3. Yasutaka Shimizu
4. Hiroki Masuda
5. Yaozhong Hu
6. Nakahiro Yoshida
7. Teppei Ogihara
8. Zenghu Li

In Mathematical Physics

1. Hongwei Long
2. Chunhua Ma
3. Yasutaka Shimizu
4. Nakahiro Yoshida
5. Teppei Ogihara
6. Zenghu Li

Citations in the corpus

• Least squares estimators for stochastic differential equations driven by small Lévy noises (2017, background): “Ma [22] extended the results of Long [19] to the case when the driving noise is a general Lévy process.”