Least-squares estimators based on the Adams method for stochastic differential equations with small Lévy noise (Q2166033): Difference between revisions
From MaRDI portal
ReferenceBot (talk | contribs) Changed an Item |
Normalize DOI. |
||
| Property / DOI | |||
| Property / DOI: 10.1007/s42081-022-00155-1 / rank | |||
| Property / DOI | |||
| Property / DOI: 10.1007/S42081-022-00155-1 / rank | |||
Normal rank | |||
Latest revision as of 07:55, 17 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Least-squares estimators based on the Adams method for stochastic differential equations with small Lévy noise |
scientific article |
Statements
Least-squares estimators based on the Adams method for stochastic differential equations with small Lévy noise (English)
0 references
23 August 2022
0 references
SDE driven by Lévy noise
0 references
Adams method
0 references
small noise asymptotics
0 references
asymptotic distribution
0 references
discrete observations
0 references
0 references
0 references
0 references
0 references
