Hypotheses testing about the drift parameter in linear stochastic differential equation driven by stable processes (Q333541)
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scientific article; zbMATH DE number 6645593
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| English | Hypotheses testing about the drift parameter in linear stochastic differential equation driven by stable processes |
scientific article; zbMATH DE number 6645593 |
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Hypotheses testing about the drift parameter in linear stochastic differential equation driven by stable processes (English)
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31 October 2016
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linear stochastic differential equation
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Wiener process
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symmetric stable Lévy process
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inverse methods
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hypotheses testing
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0.8234217762947083
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0.805684506893158
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0.783797562122345
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0.7386468052864075
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