Hypotheses testing about the drift parameter in linear stochastic differential equation driven by stable processes (Q333541)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Hypotheses testing about the drift parameter in linear stochastic differential equation driven by stable processes |
scientific article |
Statements
Hypotheses testing about the drift parameter in linear stochastic differential equation driven by stable processes (English)
0 references
31 October 2016
0 references
linear stochastic differential equation
0 references
Wiener process
0 references
symmetric stable Lévy process
0 references
inverse methods
0 references
hypotheses testing
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references