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Moment estimators for parameters of Lévy‐driven Ornstein–Uhlenbeck processes
Wu, Yanfeng
;
Hu, Jian-Qiang
;
Yang, Xiangyu
- In:
Journal of Time Series Analysis
43
(
2021
)
4
,
pp. 610-639
Persistent link: https://www.econbiz.de/10012810369
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