Least squares estimators for stochastic differential equations driven by small Lévy noises (Q529425): Difference between revisions

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-.1016/j.spa.2016.08.006
@@ Property / DOI: 10.1016/j.spa.2016.08.006 / rank @@
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+Lévy Processes and Stochastic Calculus
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+Least squares estimator for Ornstein-Uhlenbeck processes driven by \(\alpha \)-stable motions
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+Least squares estimator for discretely observed Ornstein-Uhlenbeck processes with small Lévy noises
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+Parameter estimation for a class of stochastic differential equations driven by small stable noises from discrete observations
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+Least squares estimators for discretely observed stochastic processes driven by small Lévy noises
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+A note on ``Least squares estimator for discretely observed Ornstein-Uhlenbeck processes with small Lévy noises''
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+Small noise fluctuations of the CIR model driven by \(\alpha\)-stable noises
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+Asymptotic expansions of maximum likelihood estimators for small diffusions via the theory of Malliavin-Watanabe
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+Conditional expansions and their applications.
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@@ Property / DOI @@
+.1016/J.SPA.2016.08.006
@@ Property / DOI: 10.1016/J.SPA.2016.08.006 / rank @@
+Normal rank