Hypotheses testing about the drift parameter in linear stochastic differential equation driven by stable processes (Q333541): Difference between revisions
From MaRDI portal
Created a new Item |
Changed an Item |
||
Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 62M05 / rank | |||
Normal rank | |||
Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 60H10 / rank | |||
Normal rank | |||
Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 60G51 / rank | |||
Normal rank | |||
Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 60G52 / rank | |||
Normal rank | |||
Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 62F12 / rank | |||
Normal rank | |||
Property / zbMATH DE Number | |||
Property / zbMATH DE Number: 6645593 / rank | |||
Normal rank | |||
Property / zbMATH Keywords | |||
linear stochastic differential equation | |||
Property / zbMATH Keywords: linear stochastic differential equation / rank | |||
Normal rank | |||
Property / zbMATH Keywords | |||
Wiener process | |||
Property / zbMATH Keywords: Wiener process / rank | |||
Normal rank | |||
Property / zbMATH Keywords | |||
symmetric stable Lévy process | |||
Property / zbMATH Keywords: symmetric stable Lévy process / rank | |||
Normal rank | |||
Property / zbMATH Keywords | |||
inverse methods | |||
Property / zbMATH Keywords: inverse methods / rank | |||
Normal rank | |||
Property / zbMATH Keywords | |||
hypotheses testing | |||
Property / zbMATH Keywords: hypotheses testing / rank | |||
Normal rank |
Revision as of 04:38, 28 June 2023
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Hypotheses testing about the drift parameter in linear stochastic differential equation driven by stable processes |
scientific article |
Statements
Hypotheses testing about the drift parameter in linear stochastic differential equation driven by stable processes (English)
0 references
31 October 2016
0 references
linear stochastic differential equation
0 references
Wiener process
0 references
symmetric stable Lévy process
0 references
inverse methods
0 references
hypotheses testing
0 references