Local linear estimator for stochastic differential equations driven by \(\alpha\)-stable Lévy motions (Q476746): Difference between revisions

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Latest revision as of 09:50, 9 July 2024

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Local linear estimator for stochastic differential equations driven by \(\alpha\)-stable Lévy motions
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    Local linear estimator for stochastic differential equations driven by \(\alpha\)-stable Lévy motions (English)
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    2 December 2014
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    local linear estimator
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    stable Lévy motion
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    drift coefficient
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    bias reduction
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    consistency
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    central limit theorem
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