Least squares estimation for the linear self-repelling diffusion driven by \(\alpha \)-stable motions (Q2070623)
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English | Least squares estimation for the linear self-repelling diffusion driven by \(\alpha \)-stable motions |
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Least squares estimation for the linear self-repelling diffusion driven by \(\alpha \)-stable motions (English)
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24 January 2022
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\(\alpha\)-stable motion
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self-interacting diffusion
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least squares estimation
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asymptotic distribution
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