Least squares estimators for stochastic differential equations driven by small Lévy noises (Q529425): Difference between revisions
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English | Least squares estimators for stochastic differential equations driven by small Lévy noises |
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Least squares estimators for stochastic differential equations driven by small Lévy noises (English)
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18 May 2017
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asymptotic distribution
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consistency
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discrete observations
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least squares method
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stochastic differential equations
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parameter estimation
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