Least squares estimator for stochastic differential equations driven by small fractional Lévy noises from discrete observations (Q3384682)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Least squares estimator for stochastic differential equations driven by small fractional Lévy noises from discrete observations |
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Least squares estimator for stochastic differential equations driven by small fractional Lévy noises from discrete observations (English)
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17 December 2021
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stochastic differential equations
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fraction Lévy processes
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least squares estimator
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consistency
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asymptotic distribution
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