Nadaraya-Watson estimator for stochastic processes driven by stable Lévy motions (Q1951162): Difference between revisions
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Revision as of 05:20, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nadaraya-Watson estimator for stochastic processes driven by stable Lévy motions |
scientific article |
Statements
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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