Local linear estimation for stochastic processes driven by \(\alpha\)-stable Lévy motion (Q2392826): Difference between revisions

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+Sharp adaptive estimation of the drift function for ergodic diffusions
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+Q3125064
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+A Reexamination of Diffusion Estimators With Applications to Financial Model Validation
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+Least squares estimator for Ornstein-Uhlenbeck processes driven by \(\alpha \)-stable motions
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+Q4894945
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+Statistical inference for ergodic diffusion processes.
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+Q5480578
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+Nadaraya-Watson estimator for stochastic processes driven by stable Lévy motions
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+Is network traffic approximated by stable Lévy motion or fractional Brownian motion?
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+Nonparametric estimation of the drift coefficient in the diffusion equation
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+Estimation of the drift for diffusion process
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+Adaptive drift estimation for nonparametric diffusion model.
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+Empirical likelihood-based inference for nonparametric recurrent diffusions
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+REWEIGHTED FUNCTIONAL ESTIMATION OF DIFFUSION MODELS
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