Minimum distance parameter estimation for SDEs with small \(\alpha\)-stable noises (Q1726804)
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scientific article; zbMATH DE number 7026255
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| English | Minimum distance parameter estimation for SDEs with small \(\alpha\)-stable noises |
scientific article; zbMATH DE number 7026255 |
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Minimum distance parameter estimation for SDEs with small \(\alpha\)-stable noises (English)
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20 February 2019
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minimum distance estimation
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small noise
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\(\alpha\)-stable process
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0.8588040471076965
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0.8339155912399292
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0.8246892094612122
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0.7889842391014099
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