Least squares estimators for stochastic differential equations driven by small Lévy noises (Q529425): Difference between revisions
From MaRDI portal
ReferenceBot (talk | contribs) Changed an Item |
Normalize DOI. |
||
| Property / DOI | |||
| Property / DOI: 10.1016/j.spa.2016.08.006 / rank | |||
| Property / DOI | |||
| Property / DOI: 10.1016/J.SPA.2016.08.006 / rank | |||
Normal rank | |||
Revision as of 03:37, 9 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Least squares estimators for stochastic differential equations driven by small Lévy noises |
scientific article |
Statements
Least squares estimators for stochastic differential equations driven by small Lévy noises (English)
0 references
18 May 2017
0 references
asymptotic distribution
0 references
consistency
0 references
discrete observations
0 references
least squares method
0 references
stochastic differential equations
0 references
parameter estimation
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
