Local linear estimation for stochastic processes driven by \(\alpha\)-stable Lévy motion (Q2392826)
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scientific article; zbMATH DE number 6194440
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| English | Local linear estimation for stochastic processes driven by \(\alpha\)-stable Lévy motion |
scientific article; zbMATH DE number 6194440 |
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Local linear estimation for stochastic processes driven by \(\alpha\)-stable Lévy motion (English)
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2 August 2013
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Lévy motion
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local linear estimator
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Nadaraya-Watson estimator
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stochastic differential equation
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0.8891627788543701
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0.796076774597168
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0.7891184091567993
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0.7864319682121277
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