The asymptotic behaviors for estimators of the drift parameters in the Ornstein-Uhlenbeck process driven by small symmetricα-stable motion are studied in this paper.Based on the discrete observations,the conditional ...The asymptotic behaviors for estimators of the drift parameters in the Ornstein-Uhlenbeck process driven by small symmetricα-stable motion are studied in this paper.Based on the discrete observations,the conditional least squares estimators(CLSEs)of all the parameters involved in the Ornstein–Uhlenbeck process are proposed.We establish the consistency and the asymptotic distributions of our estimators asεgoes to 0 and n goes to∞simultaneously.展开更多
基金Key Natural Science Foundation of Anhui Education Commission,China(No.KJ2017A568)Natural Science Foundation of Anhui Province,China(No.1808085MA02)+1 种基金Quality Engineering Project of Anhui Province,China(No.2019jyxm0476)Quality Engineering Project of Bengbu University,China(No.2018JYXML8)。
文摘The asymptotic behaviors for estimators of the drift parameters in the Ornstein-Uhlenbeck process driven by small symmetricα-stable motion are studied in this paper.Based on the discrete observations,the conditional least squares estimators(CLSEs)of all the parameters involved in the Ornstein–Uhlenbeck process are proposed.We establish the consistency and the asymptotic distributions of our estimators asεgoes to 0 and n goes to∞simultaneously.
