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- W2016044786 abstract "We consider the minimum Skorohod distance estimate θε∗ of the parameter θ of a stochastic differential equation dXt=θXtdt+εdZt, X0=x0 where {Zt,0≤t≤T} is a centered Lévy process, ε∈(0,1]. Its consistency and its limit distribution are studied for fixed T, when ε→0. Furthermore, the asymptotic law of its limit distribution is studied for T→∞." @default.
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- W2016044786 date "2010-01-01" @default.
- W2016044786 modified "2023-09-24" @default.
- W2016044786 title "Minimum distance parameter estimation for Ornstein–Uhlenbeck processes driven by Lévy process" @default.
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- W2016044786 doi "https://doi.org/10.1016/j.spl.2009.09.020" @default.
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