Ergodic estimators of double exponential Ornstein–Uhlenbeck processes

The goal of this paper is to construct ergodic estimators for double exponential Ornstein–Uhlenbeck process, where the process is observed at discrete time instants with time step size h . We show the existence and uniqueness of the function equations to determine the...
Ausführliche Beschreibung

Gespeichert in:

Autor*in:	Hu, Yaozhong [verfasserIn] Sharma, Neha [verfasserIn]

Format:	E-Artikel
Sprache:	Englisch

Erschienen:	2023

Schlagwörter:	Double exponential Ornstein–Uhlenbeck process Discrete time observation Ergodic estimators Strong consistency Central limit theorem Exact simulation

Übergeordnetes Werk:	Enthalten in: Journal of computational and applied mathematics - Amsterdam [u.a.] : North-Holland, 1975, 434
Übergeordnetes Werk:	volume:434

DOI / URN:	10.1016/j.cam.2023.115329

Katalog-ID:	ELV010356274

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520			\|a The goal of this paper is to construct ergodic estimators for double exponential Ornstein–Uhlenbeck process, where the process is observed at discrete time instants with time step size h . We show the existence and uniqueness of the function equations to determine the estimators for fixed time step size h . Also, we show the strong consistency and the asymptotic normality of the estimators. Furthermore, we propose a simulation method of the double exponential Ornstein–Uhlenbeck process and perform some numerical simulations to demonstrate the effectiveness of the proposed estimators.
650		4	\|a Double exponential Ornstein–Uhlenbeck process
650		4	\|a Discrete time observation
650		4	\|a Ergodic estimators
650		4	\|a Strong consistency
650		4	\|a Central limit theorem
650		4	\|a Exact simulation
700	1		\|a Sharma, Neha \|e verfasserin \|0 (orcid)0000-0002-1172-8959 \|4 aut
773	0	8	\|i Enthalten in \|t Journal of computational and applied mathematics \|d Amsterdam [u.a.] : North-Holland, 1975 \|g 434 \|h Online-Ressource \|w (DE-627)266889204 \|w (DE-600)1468806-2 \|w (DE-576)075962373 \|7 nnns
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allfields	10.1016/j.cam.2023.115329 doi (DE-627)ELV010356274 (ELSEVIER)S0377-0427(23)00273-X DE-627 ger DE-627 rda eng 510 VZ 31.00 bkl Hu, Yaozhong verfasserin aut Ergodic estimators of double exponential Ornstein–Uhlenbeck processes 2023 nicht spezifiziert zzz rdacontent Computermedien c rdamedia Online-Ressource cr rdacarrier The goal of this paper is to construct ergodic estimators for double exponential Ornstein–Uhlenbeck process, where the process is observed at discrete time instants with time step size h . We show the existence and uniqueness of the function equations to determine the estimators for fixed time step size h . Also, we show the strong consistency and the asymptotic normality of the estimators. Furthermore, we propose a simulation method of the double exponential Ornstein–Uhlenbeck process and perform some numerical simulations to demonstrate the effectiveness of the proposed estimators. Double exponential Ornstein–Uhlenbeck process Discrete time observation Ergodic estimators Strong consistency Central limit theorem Exact simulation Sharma, Neha verfasserin (orcid)0000-0002-1172-8959 aut Enthalten in Journal of computational and applied mathematics Amsterdam [u.a.] : North-Holland, 1975 434 Online-Ressource (DE-627)266889204 (DE-600)1468806-2 (DE-576)075962373 nnns volume:434 GBV_USEFLAG_U GBV_ELV SYSFLAG_U SSG-OPC-MAT GBV_ILN_20 GBV_ILN_22 GBV_ILN_23 GBV_ILN_24 GBV_ILN_31 GBV_ILN_32 GBV_ILN_40 GBV_ILN_60 GBV_ILN_62 GBV_ILN_65 GBV_ILN_69 GBV_ILN_70 GBV_ILN_73 GBV_ILN_74 GBV_ILN_90 GBV_ILN_95 GBV_ILN_100 GBV_ILN_105 GBV_ILN_110 GBV_ILN_150 GBV_ILN_151 GBV_ILN_187 GBV_ILN_213 GBV_ILN_224 GBV_ILN_230 GBV_ILN_370 GBV_ILN_602 GBV_ILN_702 GBV_ILN_2001 GBV_ILN_2003 GBV_ILN_2004 GBV_ILN_2005 GBV_ILN_2007 GBV_ILN_2009 GBV_ILN_2010 GBV_ILN_2011 GBV_ILN_2014 GBV_ILN_2015 GBV_ILN_2020 GBV_ILN_2021 GBV_ILN_2025 GBV_ILN_2026 GBV_ILN_2027 GBV_ILN_2034 GBV_ILN_2044 GBV_ILN_2048 GBV_ILN_2049 GBV_ILN_2050 GBV_ILN_2055 GBV_ILN_2056 GBV_ILN_2059 GBV_ILN_2061 GBV_ILN_2064 GBV_ILN_2106 GBV_ILN_2110 GBV_ILN_2111 GBV_ILN_2112 GBV_ILN_2122 GBV_ILN_2129 GBV_ILN_2143 GBV_ILN_2152 GBV_ILN_2153 GBV_ILN_2190 GBV_ILN_2232 GBV_ILN_2336 GBV_ILN_2470 GBV_ILN_2507 GBV_ILN_4012 GBV_ILN_4035 GBV_ILN_4037 GBV_ILN_4112 GBV_ILN_4125 GBV_ILN_4126 GBV_ILN_4242 GBV_ILN_4249 GBV_ILN_4251 GBV_ILN_4305 GBV_ILN_4306 GBV_ILN_4307 GBV_ILN_4313 GBV_ILN_4322 GBV_ILN_4323 GBV_ILN_4324 GBV_ILN_4325 GBV_ILN_4326 GBV_ILN_4333 GBV_ILN_4334 GBV_ILN_4335 GBV_ILN_4338 GBV_ILN_4367 GBV_ILN_4392 GBV_ILN_4393 GBV_ILN_4700 31.00 Mathematik: Allgemeines VZ AR 434
spelling	10.1016/j.cam.2023.115329 doi (DE-627)ELV010356274 (ELSEVIER)S0377-0427(23)00273-X DE-627 ger DE-627 rda eng 510 VZ 31.00 bkl Hu, Yaozhong verfasserin aut Ergodic estimators of double exponential Ornstein–Uhlenbeck processes 2023 nicht spezifiziert zzz rdacontent Computermedien c rdamedia Online-Ressource cr rdacarrier The goal of this paper is to construct ergodic estimators for double exponential Ornstein–Uhlenbeck process, where the process is observed at discrete time instants with time step size h . We show the existence and uniqueness of the function equations to determine the estimators for fixed time step size h . Also, we show the strong consistency and the asymptotic normality of the estimators. Furthermore, we propose a simulation method of the double exponential Ornstein–Uhlenbeck process and perform some numerical simulations to demonstrate the effectiveness of the proposed estimators. Double exponential Ornstein–Uhlenbeck process Discrete time observation Ergodic estimators Strong consistency Central limit theorem Exact simulation Sharma, Neha verfasserin (orcid)0000-0002-1172-8959 aut Enthalten in Journal of computational and applied mathematics Amsterdam [u.a.] : North-Holland, 1975 434 Online-Ressource (DE-627)266889204 (DE-600)1468806-2 (DE-576)075962373 nnns volume:434 GBV_USEFLAG_U GBV_ELV SYSFLAG_U SSG-OPC-MAT GBV_ILN_20 GBV_ILN_22 GBV_ILN_23 GBV_ILN_24 GBV_ILN_31 GBV_ILN_32 GBV_ILN_40 GBV_ILN_60 GBV_ILN_62 GBV_ILN_65 GBV_ILN_69 GBV_ILN_70 GBV_ILN_73 GBV_ILN_74 GBV_ILN_90 GBV_ILN_95 GBV_ILN_100 GBV_ILN_105 GBV_ILN_110 GBV_ILN_150 GBV_ILN_151 GBV_ILN_187 GBV_ILN_213 GBV_ILN_224 GBV_ILN_230 GBV_ILN_370 GBV_ILN_602 GBV_ILN_702 GBV_ILN_2001 GBV_ILN_2003 GBV_ILN_2004 GBV_ILN_2005 GBV_ILN_2007 GBV_ILN_2009 GBV_ILN_2010 GBV_ILN_2011 GBV_ILN_2014 GBV_ILN_2015 GBV_ILN_2020 GBV_ILN_2021 GBV_ILN_2025 GBV_ILN_2026 GBV_ILN_2027 GBV_ILN_2034 GBV_ILN_2044 GBV_ILN_2048 GBV_ILN_2049 GBV_ILN_2050 GBV_ILN_2055 GBV_ILN_2056 GBV_ILN_2059 GBV_ILN_2061 GBV_ILN_2064 GBV_ILN_2106 GBV_ILN_2110 GBV_ILN_2111 GBV_ILN_2112 GBV_ILN_2122 GBV_ILN_2129 GBV_ILN_2143 GBV_ILN_2152 GBV_ILN_2153 GBV_ILN_2190 GBV_ILN_2232 GBV_ILN_2336 GBV_ILN_2470 GBV_ILN_2507 GBV_ILN_4012 GBV_ILN_4035 GBV_ILN_4037 GBV_ILN_4112 GBV_ILN_4125 GBV_ILN_4126 GBV_ILN_4242 GBV_ILN_4249 GBV_ILN_4251 GBV_ILN_4305 GBV_ILN_4306 GBV_ILN_4307 GBV_ILN_4313 GBV_ILN_4322 GBV_ILN_4323 GBV_ILN_4324 GBV_ILN_4325 GBV_ILN_4326 GBV_ILN_4333 GBV_ILN_4334 GBV_ILN_4335 GBV_ILN_4338 GBV_ILN_4367 GBV_ILN_4392 GBV_ILN_4393 GBV_ILN_4700 31.00 Mathematik: Allgemeines VZ AR 434
allfields_unstemmed	10.1016/j.cam.2023.115329 doi (DE-627)ELV010356274 (ELSEVIER)S0377-0427(23)00273-X DE-627 ger DE-627 rda eng 510 VZ 31.00 bkl Hu, Yaozhong verfasserin aut Ergodic estimators of double exponential Ornstein–Uhlenbeck processes 2023 nicht spezifiziert zzz rdacontent Computermedien c rdamedia Online-Ressource cr rdacarrier The goal of this paper is to construct ergodic estimators for double exponential Ornstein–Uhlenbeck process, where the process is observed at discrete time instants with time step size h . We show the existence and uniqueness of the function equations to determine the estimators for fixed time step size h . Also, we show the strong consistency and the asymptotic normality of the estimators. Furthermore, we propose a simulation method of the double exponential Ornstein–Uhlenbeck process and perform some numerical simulations to demonstrate the effectiveness of the proposed estimators. Double exponential Ornstein–Uhlenbeck process Discrete time observation Ergodic estimators Strong consistency Central limit theorem Exact simulation Sharma, Neha verfasserin (orcid)0000-0002-1172-8959 aut Enthalten in Journal of computational and applied mathematics Amsterdam [u.a.] : North-Holland, 1975 434 Online-Ressource (DE-627)266889204 (DE-600)1468806-2 (DE-576)075962373 nnns volume:434 GBV_USEFLAG_U GBV_ELV SYSFLAG_U SSG-OPC-MAT GBV_ILN_20 GBV_ILN_22 GBV_ILN_23 GBV_ILN_24 GBV_ILN_31 GBV_ILN_32 GBV_ILN_40 GBV_ILN_60 GBV_ILN_62 GBV_ILN_65 GBV_ILN_69 GBV_ILN_70 GBV_ILN_73 GBV_ILN_74 GBV_ILN_90 GBV_ILN_95 GBV_ILN_100 GBV_ILN_105 GBV_ILN_110 GBV_ILN_150 GBV_ILN_151 GBV_ILN_187 GBV_ILN_213 GBV_ILN_224 GBV_ILN_230 GBV_ILN_370 GBV_ILN_602 GBV_ILN_702 GBV_ILN_2001 GBV_ILN_2003 GBV_ILN_2004 GBV_ILN_2005 GBV_ILN_2007 GBV_ILN_2009 GBV_ILN_2010 GBV_ILN_2011 GBV_ILN_2014 GBV_ILN_2015 GBV_ILN_2020 GBV_ILN_2021 GBV_ILN_2025 GBV_ILN_2026 GBV_ILN_2027 GBV_ILN_2034 GBV_ILN_2044 GBV_ILN_2048 GBV_ILN_2049 GBV_ILN_2050 GBV_ILN_2055 GBV_ILN_2056 GBV_ILN_2059 GBV_ILN_2061 GBV_ILN_2064 GBV_ILN_2106 GBV_ILN_2110 GBV_ILN_2111 GBV_ILN_2112 GBV_ILN_2122 GBV_ILN_2129 GBV_ILN_2143 GBV_ILN_2152 GBV_ILN_2153 GBV_ILN_2190 GBV_ILN_2232 GBV_ILN_2336 GBV_ILN_2470 GBV_ILN_2507 GBV_ILN_4012 GBV_ILN_4035 GBV_ILN_4037 GBV_ILN_4112 GBV_ILN_4125 GBV_ILN_4126 GBV_ILN_4242 GBV_ILN_4249 GBV_ILN_4251 GBV_ILN_4305 GBV_ILN_4306 GBV_ILN_4307 GBV_ILN_4313 GBV_ILN_4322 GBV_ILN_4323 GBV_ILN_4324 GBV_ILN_4325 GBV_ILN_4326 GBV_ILN_4333 GBV_ILN_4334 GBV_ILN_4335 GBV_ILN_4338 GBV_ILN_4367 GBV_ILN_4392 GBV_ILN_4393 GBV_ILN_4700 31.00 Mathematik: Allgemeines VZ AR 434
allfieldsGer	10.1016/j.cam.2023.115329 doi (DE-627)ELV010356274 (ELSEVIER)S0377-0427(23)00273-X DE-627 ger DE-627 rda eng 510 VZ 31.00 bkl Hu, Yaozhong verfasserin aut Ergodic estimators of double exponential Ornstein–Uhlenbeck processes 2023 nicht spezifiziert zzz rdacontent Computermedien c rdamedia Online-Ressource cr rdacarrier The goal of this paper is to construct ergodic estimators for double exponential Ornstein–Uhlenbeck process, where the process is observed at discrete time instants with time step size h . We show the existence and uniqueness of the function equations to determine the estimators for fixed time step size h . Also, we show the strong consistency and the asymptotic normality of the estimators. Furthermore, we propose a simulation method of the double exponential Ornstein–Uhlenbeck process and perform some numerical simulations to demonstrate the effectiveness of the proposed estimators. Double exponential Ornstein–Uhlenbeck process Discrete time observation Ergodic estimators Strong consistency Central limit theorem Exact simulation Sharma, Neha verfasserin (orcid)0000-0002-1172-8959 aut Enthalten in Journal of computational and applied mathematics Amsterdam [u.a.] : North-Holland, 1975 434 Online-Ressource (DE-627)266889204 (DE-600)1468806-2 (DE-576)075962373 nnns volume:434 GBV_USEFLAG_U GBV_ELV SYSFLAG_U SSG-OPC-MAT GBV_ILN_20 GBV_ILN_22 GBV_ILN_23 GBV_ILN_24 GBV_ILN_31 GBV_ILN_32 GBV_ILN_40 GBV_ILN_60 GBV_ILN_62 GBV_ILN_65 GBV_ILN_69 GBV_ILN_70 GBV_ILN_73 GBV_ILN_74 GBV_ILN_90 GBV_ILN_95 GBV_ILN_100 GBV_ILN_105 GBV_ILN_110 GBV_ILN_150 GBV_ILN_151 GBV_ILN_187 GBV_ILN_213 GBV_ILN_224 GBV_ILN_230 GBV_ILN_370 GBV_ILN_602 GBV_ILN_702 GBV_ILN_2001 GBV_ILN_2003 GBV_ILN_2004 GBV_ILN_2005 GBV_ILN_2007 GBV_ILN_2009 GBV_ILN_2010 GBV_ILN_2011 GBV_ILN_2014 GBV_ILN_2015 GBV_ILN_2020 GBV_ILN_2021 GBV_ILN_2025 GBV_ILN_2026 GBV_ILN_2027 GBV_ILN_2034 GBV_ILN_2044 GBV_ILN_2048 GBV_ILN_2049 GBV_ILN_2050 GBV_ILN_2055 GBV_ILN_2056 GBV_ILN_2059 GBV_ILN_2061 GBV_ILN_2064 GBV_ILN_2106 GBV_ILN_2110 GBV_ILN_2111 GBV_ILN_2112 GBV_ILN_2122 GBV_ILN_2129 GBV_ILN_2143 GBV_ILN_2152 GBV_ILN_2153 GBV_ILN_2190 GBV_ILN_2232 GBV_ILN_2336 GBV_ILN_2470 GBV_ILN_2507 GBV_ILN_4012 GBV_ILN_4035 GBV_ILN_4037 GBV_ILN_4112 GBV_ILN_4125 GBV_ILN_4126 GBV_ILN_4242 GBV_ILN_4249 GBV_ILN_4251 GBV_ILN_4305 GBV_ILN_4306 GBV_ILN_4307 GBV_ILN_4313 GBV_ILN_4322 GBV_ILN_4323 GBV_ILN_4324 GBV_ILN_4325 GBV_ILN_4326 GBV_ILN_4333 GBV_ILN_4334 GBV_ILN_4335 GBV_ILN_4338 GBV_ILN_4367 GBV_ILN_4392 GBV_ILN_4393 GBV_ILN_4700 31.00 Mathematik: Allgemeines VZ AR 434
allfieldsSound	10.1016/j.cam.2023.115329 doi (DE-627)ELV010356274 (ELSEVIER)S0377-0427(23)00273-X DE-627 ger DE-627 rda eng 510 VZ 31.00 bkl Hu, Yaozhong verfasserin aut Ergodic estimators of double exponential Ornstein–Uhlenbeck processes 2023 nicht spezifiziert zzz rdacontent Computermedien c rdamedia Online-Ressource cr rdacarrier The goal of this paper is to construct ergodic estimators for double exponential Ornstein–Uhlenbeck process, where the process is observed at discrete time instants with time step size h . We show the existence and uniqueness of the function equations to determine the estimators for fixed time step size h . Also, we show the strong consistency and the asymptotic normality of the estimators. Furthermore, we propose a simulation method of the double exponential Ornstein–Uhlenbeck process and perform some numerical simulations to demonstrate the effectiveness of the proposed estimators. Double exponential Ornstein–Uhlenbeck process Discrete time observation Ergodic estimators Strong consistency Central limit theorem Exact simulation Sharma, Neha verfasserin (orcid)0000-0002-1172-8959 aut Enthalten in Journal of computational and applied mathematics Amsterdam [u.a.] : North-Holland, 1975 434 Online-Ressource (DE-627)266889204 (DE-600)1468806-2 (DE-576)075962373 nnns volume:434 GBV_USEFLAG_U GBV_ELV SYSFLAG_U SSG-OPC-MAT GBV_ILN_20 GBV_ILN_22 GBV_ILN_23 GBV_ILN_24 GBV_ILN_31 GBV_ILN_32 GBV_ILN_40 GBV_ILN_60 GBV_ILN_62 GBV_ILN_65 GBV_ILN_69 GBV_ILN_70 GBV_ILN_73 GBV_ILN_74 GBV_ILN_90 GBV_ILN_95 GBV_ILN_100 GBV_ILN_105 GBV_ILN_110 GBV_ILN_150 GBV_ILN_151 GBV_ILN_187 GBV_ILN_213 GBV_ILN_224 GBV_ILN_230 GBV_ILN_370 GBV_ILN_602 GBV_ILN_702 GBV_ILN_2001 GBV_ILN_2003 GBV_ILN_2004 GBV_ILN_2005 GBV_ILN_2007 GBV_ILN_2009 GBV_ILN_2010 GBV_ILN_2011 GBV_ILN_2014 GBV_ILN_2015 GBV_ILN_2020 GBV_ILN_2021 GBV_ILN_2025 GBV_ILN_2026 GBV_ILN_2027 GBV_ILN_2034 GBV_ILN_2044 GBV_ILN_2048 GBV_ILN_2049 GBV_ILN_2050 GBV_ILN_2055 GBV_ILN_2056 GBV_ILN_2059 GBV_ILN_2061 GBV_ILN_2064 GBV_ILN_2106 GBV_ILN_2110 GBV_ILN_2111 GBV_ILN_2112 GBV_ILN_2122 GBV_ILN_2129 GBV_ILN_2143 GBV_ILN_2152 GBV_ILN_2153 GBV_ILN_2190 GBV_ILN_2232 GBV_ILN_2336 GBV_ILN_2470 GBV_ILN_2507 GBV_ILN_4012 GBV_ILN_4035 GBV_ILN_4037 GBV_ILN_4112 GBV_ILN_4125 GBV_ILN_4126 GBV_ILN_4242 GBV_ILN_4249 GBV_ILN_4251 GBV_ILN_4305 GBV_ILN_4306 GBV_ILN_4307 GBV_ILN_4313 GBV_ILN_4322 GBV_ILN_4323 GBV_ILN_4324 GBV_ILN_4325 GBV_ILN_4326 GBV_ILN_4333 GBV_ILN_4334 GBV_ILN_4335 GBV_ILN_4338 GBV_ILN_4367 GBV_ILN_4392 GBV_ILN_4393 GBV_ILN_4700 31.00 Mathematik: Allgemeines VZ AR 434
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author	Hu, Yaozhong
spellingShingle	Hu, Yaozhong ddc 510 bkl 31.00 misc Double exponential Ornstein–Uhlenbeck process misc Discrete time observation misc Ergodic estimators misc Strong consistency misc Central limit theorem misc Exact simulation Ergodic estimators of double exponential Ornstein–Uhlenbeck processes
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topic_title	510 VZ 31.00 bkl Ergodic estimators of double exponential Ornstein–Uhlenbeck processes Double exponential Ornstein–Uhlenbeck process Discrete time observation Ergodic estimators Strong consistency Central limit theorem Exact simulation
topic	ddc 510 bkl 31.00 misc Double exponential Ornstein–Uhlenbeck process misc Discrete time observation misc Ergodic estimators misc Strong consistency misc Central limit theorem misc Exact simulation
topic_unstemmed	ddc 510 bkl 31.00 misc Double exponential Ornstein–Uhlenbeck process misc Discrete time observation misc Ergodic estimators misc Strong consistency misc Central limit theorem misc Exact simulation
topic_browse	ddc 510 bkl 31.00 misc Double exponential Ornstein–Uhlenbeck process misc Discrete time observation misc Ergodic estimators misc Strong consistency misc Central limit theorem misc Exact simulation
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title	Ergodic estimators of double exponential Ornstein–Uhlenbeck processes
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title_full	Ergodic estimators of double exponential Ornstein–Uhlenbeck processes
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title_sort	ergodic estimators of double exponential ornstein–uhlenbeck processes
title_auth	Ergodic estimators of double exponential Ornstein–Uhlenbeck processes
abstract	The goal of this paper is to construct ergodic estimators for double exponential Ornstein–Uhlenbeck process, where the process is observed at discrete time instants with time step size h . We show the existence and uniqueness of the function equations to determine the estimators for fixed time step size h . Also, we show the strong consistency and the asymptotic normality of the estimators. Furthermore, we propose a simulation method of the double exponential Ornstein–Uhlenbeck process and perform some numerical simulations to demonstrate the effectiveness of the proposed estimators.
abstractGer	The goal of this paper is to construct ergodic estimators for double exponential Ornstein–Uhlenbeck process, where the process is observed at discrete time instants with time step size h . We show the existence and uniqueness of the function equations to determine the estimators for fixed time step size h . Also, we show the strong consistency and the asymptotic normality of the estimators. Furthermore, we propose a simulation method of the double exponential Ornstein–Uhlenbeck process and perform some numerical simulations to demonstrate the effectiveness of the proposed estimators.
abstract_unstemmed	The goal of this paper is to construct ergodic estimators for double exponential Ornstein–Uhlenbeck process, where the process is observed at discrete time instants with time step size h . We show the existence and uniqueness of the function equations to determine the estimators for fixed time step size h . Also, we show the strong consistency and the asymptotic normality of the estimators. Furthermore, we propose a simulation method of the double exponential Ornstein–Uhlenbeck process and perform some numerical simulations to demonstrate the effectiveness of the proposed estimators.
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title_short	Ergodic estimators of double exponential Ornstein–Uhlenbeck processes
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doi_str	10.1016/j.cam.2023.115329
up_date	2024-07-06T17:42:03.566Z
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fullrecord_marcxml	<?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>01000caa a22002652 4500</leader><controlfield tag="001">ELV010356274</controlfield><controlfield tag="003">DE-627</controlfield><controlfield tag="005">20231227093034.0</controlfield><controlfield tag="007">cr uuu---uuuuu</controlfield><controlfield tag="008">230612s2023 xx \|\|\|\|\|o 00\| \|\|eng c</controlfield><datafield tag="024" ind1="7" ind2=" "><subfield code="a">10.1016/j.cam.2023.115329</subfield><subfield code="2">doi</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-627)ELV010356274</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(ELSEVIER)S0377-0427(23)00273-X</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-627</subfield><subfield code="b">ger</subfield><subfield code="c">DE-627</subfield><subfield code="e">rda</subfield></datafield><datafield tag="041" ind1=" " ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="082" ind1="0" ind2="4"><subfield code="a">510</subfield><subfield code="q">VZ</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">31.00</subfield><subfield code="2">bkl</subfield></datafield><datafield tag="100" ind1="1" ind2=" "><subfield code="a">Hu, Yaozhong</subfield><subfield code="e">verfasserin</subfield><subfield code="4">aut</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">Ergodic estimators of double exponential Ornstein–Uhlenbeck processes</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="c">2023</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="a">nicht spezifiziert</subfield><subfield code="b">zzz</subfield><subfield code="2">rdacontent</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="a">Computermedien</subfield><subfield code="b">c</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="a">Online-Ressource</subfield><subfield code="b">cr</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="520" ind1=" " ind2=" "><subfield code="a">The goal of this paper is to construct ergodic estimators for double exponential Ornstein–Uhlenbeck process, where the process is observed at discrete time instants with time step size h . We show the existence and uniqueness of the function equations to determine the estimators for fixed time step size h . Also, we show the strong consistency and the asymptotic normality of the estimators. 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Ergodic estimators of double exponential Ornstein–Uhlenbeck processes

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