Local linear estimator for stochastic differential equations driven by \(\alpha\)-stable Lévy motions (Q476746)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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