Local linear estimation for stochastic processes driven by \(\alpha\)-stable Lévy motion
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Publication:2392826
DOI10.1007/S11203-013-9080-3zbMath1307.62099OpenAlexW2012932595MaRDI QIDQ2392826
Publication date: 2 August 2013
Published in: Statistical Inference for Stochastic Processes (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11203-013-9080-3
Processes with independent increments; Lévy processes (60G51) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)
Related Items (4)
Estimation of state-dependent jump activity and drift for Markovian semimartingales ⋮ Nonparametric estimation of the trend for stochastic differential equations driven by small \(\alpha\)-stable noises ⋮ Nonparametric Gaussian inference for stable processes ⋮ Nonparametric estimation of periodic signal disturbed by α-stable noises
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