Least-squares estimators based on the Adams method for stochastic differential equations with small Lévy noise (Q2166033): Difference between revisions

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Revision as of 22:17, 29 July 2024

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Least-squares estimators based on the Adams method for stochastic differential equations with small Lévy noise
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    Least-squares estimators based on the Adams method for stochastic differential equations with small Lévy noise (English)
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    23 August 2022
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    SDE driven by Lévy noise
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    Adams method
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    small noise asymptotics
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    asymptotic distribution
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    discrete observations
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