摘要：This paper is concerned with parameter estimationproblem for squared radial Ornstein-Uhlenbeck process drivenby α-stable noises from discrete observation. Firstly, the existence and uniqueness of solutions to the stochastic differentialequation is studied. Then, the contrast function is used toobtain the least squares estimator. The strong consistencyand asymptotic distribution of the estimator are investigated.Finally, some numerical calculus and simulations are given toverify the effectiveness of estimator.
关键词：Existence and uniqueness of solutions; squared radial Ornstein-Uhlenbeck process; α-stable noises; consistency; asymptotic distribution
