Local linear estimation for stochastic processes driven by \(\alpha\)-stable Lévy motion (Q2392826): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1007/s11203-013-9080-3 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2012932595 / rank | |||
Normal rank | |||
Revision as of 18:56, 19 March 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
