Least-squares estimators based on the Adams method for stochastic differential equations with small Lévy noise (Q2166033)
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scientific article
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| English | Least-squares estimators based on the Adams method for stochastic differential equations with small Lévy noise |
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Least-squares estimators based on the Adams method for stochastic differential equations with small Lévy noise (English)
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23 August 2022
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SDE driven by Lévy noise
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Adams method
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small noise asymptotics
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asymptotic distribution
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discrete observations
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0.8674687147140503
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0.822702169418335
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0.8070123195648193
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0.7942186594009399
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