Parameter Estimation for Complex Ornstein-Uhlenbeck Processes

• 作 者: 潘玉荣 孙西超
• 机 构: CollegeofScience
• 出 处: 东华大学学报:英文版
• 发表日期: 2019年4期
• 关键词: α-stable motion COMPLEX ORNSTEIN-UHLENBECK processes the least SQUARES estimatio
• 基金项目: Key Natural Science Foundation of Anhui Education Commission, China (No.KJ2017A568),Natural Science Foundation of Anhui Province, China (No.1808085MA02),Natural Science Foundation of Bengbu University

The drift parameter estimation problem of the complex Ornstein-Uhlenbeck process driven by a complexα-stable motion is considered.Based on discrete observations,an estimator of the unknown drift parameter is constructed by using the least squares method.M