Pages that link to "Item:Q1951162"

The following pages link to Nadaraya-Watson estimator for stochastic processes driven by stable Lévy motions (Q1951162):

Displaying 11 items.

• Maximum likelihood type estimation for discretely observed CIR model with small \(\alpha\)-stable noises (Q342738) (← links)
• Small noise fluctuations of the CIR model driven by \(\alpha\)-stable noises (Q466985) (← links)
• Local linear estimator for stochastic differential equations driven by \(\alpha\)-stable Lévy motions (Q476746) (← links)
• New robust confidence intervals for the mean under dependence (Q826963) (← links)
• Estimation of state-dependent jump activity and drift for Markovian semimartingales (Q2189127) (← links)
• Quantifying model uncertainty in dynamical systems driven by non-Gaussian Lévy stable noise with observations on mean exit time or escape probability (Q2200203) (← links)
• Nonparametric estimation of the trend for stochastic differential equations driven by small \(\alpha\)-stable noises (Q2322618) (← links)
• Nonparametric Gaussian inference for stable processes (Q2330965) (← links)
• Local linear estimation for stochastic processes driven by \(\alpha\)-stable Lévy motion (Q2392826) (← links)
• Bias Correction Estimation for a Continuous‐Time Asset Return Model with Jumps (Q3120661) (← links)
• Nadaraya-Watson estimators for reflected stochastic processes (Q6184301) (← links)