Limit theorems for \(p\)-variations of solutions of SDEs driven by additive stable Lévy noise and model selection for Paleo-climatic data (Q3581697)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Limit theorems for p-variations of solutions of SDEs driven by additive stable Lévy noise and model selection for Paleo-climatic data |
scientific article; zbMATH DE number 5777950
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Limit theorems for \(p\)-variations of solutions of SDEs driven by additive stable Lévy noise and model selection for Paleo-climatic data |
scientific article; zbMATH DE number 5777950 |
Statements
2 September 2010
0 references
p-variation
0 references
stable Levy process
0 references
tightness
0 references
Skorokhod topology
0 references
stability index
0 references
model selection
0 references
estimation
0 references
Kolmogorov-Smirnov distance
0 references
paleoclimatic time series
0 references
Greenland ice core data
0 references
0.7668517827987671
0 references
0.7354303002357483
0 references
0.7315136194229126
0 references
