2 papers
math.ST2026
Asymptotic inference for skewed stable Ornstein-Uhlenbeck process
Eitaro Kawamo, Hiroki Masuda
We consider the parametric estimation of the Ornstein-Uhlenbeck process driven by a non-Gaussian -stable Lévy process with the stable index and possibly skewed jumps, b…
math.ST2025
On estimation of skewed stable linear regression
Eitaro Kawamo, Hiroki Masuda
We study the parameter estimation method for linear regression models with possibly skewed stable distributed errors. Our estimation procedure consists of two stages: first, for th…