A note on "Least squares estimator for discretely observed Ornstein-Uhlenbeck processes with small Levy noises"

作者：Ma Chunhua^*

来源：Statistics & Probability Letters, 2010, 80(19-20): 1528-1531.

DOI：10.1016/j.spl.2010.06.006

• Ornstein-Uhlenbeck process
• Stable Levy process
• Least squares estimator
• Convergence in Skorokhod topology

The asymptotic estimation of drift parameter is studied for generalized Ornstein-Uhlenbeck processes with small Levy noises We extend the work of Long (2009) and show that the main results of Long (2009) hold under the weaker conditions.

• 出版日期2010-10-1
• 单位南开大学