Parameter Estimation for Ornstein–Uhlenbeck Driven by Ornstein–Uhlenbeck Processes with Small Lévy Noises
Crossref DOI link: https://doi.org/10.1007/s10959-022-01170-4
Published Online: 2022-04-06
Published Print: 2023-03
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Zhang, Xuekang
Shu, Huisheng
Yi, Haoran
Text and Data Mining valid from 2022-04-06
Version of Record valid from 2022-04-06
Article History
Received: 3 September 2019
Revised: 7 March 2022
Accepted: 9 March 2022
First Online: 6 April 2022
Declarations
:
: No potential conflict of interest was reported by the authors.