Local linear estimation for stochastic processes driven by \(\alpha\)-stable Lévy motion (Q2392826): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Removed claim: author (P16): Item:Q162035 |
||
Property / author | |||
Property / author: Zhang, Lixin / rank | |||
Revision as of 18:58, 9 February 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Local linear estimation for stochastic processes driven by \(\alpha\)-stable Lévy motion |
scientific article |
Statements
Local linear estimation for stochastic processes driven by \(\alpha\)-stable Lévy motion (English)
0 references
2 August 2013
0 references
Lévy motion
0 references
local linear estimator
0 references
Nadaraya-Watson estimator
0 references
stochastic differential equation
0 references