转载地址: http://www.tandfonline.com/doi/full/10.1080/03610926.2012.763093#.UZ1yMTWS35o Communications in Statistics - Theory and Methods A Least Squares Estimator for Lévy-Driven Moving Averages Based on Discrete Time Observations DOI: 10.1080/03610926. ...
http://link.springer.com/article/10.1007%2Fs11425-012-4511-y Science China Mathematics December 2012 Test for autocorrelation change in discretely observed Ornstein-Uhlenbeck processes driven by Lévy processes ShiBin Zhang , XinSheng Zhang … show all 2 hide ...