Nadaraya-Watson estimator for stochastic processes driven by stable Lévy motions (Q1951162): Difference between revisions

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Latest revision as of 10:58, 6 July 2024

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Nadaraya-Watson estimator for stochastic processes driven by stable Lévy motions
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    Nadaraya-Watson estimator for stochastic processes driven by stable Lévy motions (English)
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    29 May 2013
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    central limit theorem
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    consistency
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    geometrically strong mixing
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    kernel estimator
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    Lévy motion
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    Nadaraya-Watson estimator
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    rate of convergence
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    stable stochastic integrals
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