Local linear estimation for stochastic processes driven by \(\alpha\)-stable Lévy motion (Q2392826): Difference between revisions
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Revision as of 06:58, 5 March 2024
scientific article
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English | Local linear estimation for stochastic processes driven by \(\alpha\)-stable Lévy motion |
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Local linear estimation for stochastic processes driven by \(\alpha\)-stable Lévy motion (English)
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2 August 2013
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Lévy motion
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local linear estimator
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Nadaraya-Watson estimator
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stochastic differential equation
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