Least squares estimators for stochastic differential equations driven by small Lévy noises (Q529425): Difference between revisions
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| Property / zbMATH DE Number: 6720610 / rank | |||
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asymptotic distribution | |||
| Property / zbMATH Keywords: asymptotic distribution / rank | |||
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consistency | |||
| Property / zbMATH Keywords: consistency / rank | |||
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discrete observations | |||
| Property / zbMATH Keywords: discrete observations / rank | |||
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least squares method | |||
| Property / zbMATH Keywords: least squares method / rank | |||
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stochastic differential equations | |||
| Property / zbMATH Keywords: stochastic differential equations / rank | |||
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parameter estimation | |||
| Property / zbMATH Keywords: parameter estimation / rank | |||
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Revision as of 07:27, 1 July 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Least squares estimators for stochastic differential equations driven by small Lévy noises |
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Least squares estimators for stochastic differential equations driven by small Lévy noises (English)
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18 May 2017
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asymptotic distribution
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consistency
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discrete observations
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least squares method
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stochastic differential equations
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parameter estimation
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