Local linear estimator for stochastic differential equations driven by \(\alpha\)-stable Lévy motions (Q476746)
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scientific article; zbMATH DE number 6375873
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| English | Local linear estimator for stochastic differential equations driven by \(\alpha\)-stable Lévy motions |
scientific article; zbMATH DE number 6375873 |
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Local linear estimator for stochastic differential equations driven by \(\alpha\)-stable Lévy motions (English)
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2 December 2014
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local linear estimator
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stable Lévy motion
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drift coefficient
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bias reduction
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consistency
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central limit theorem
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0.9739795
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0.92209166
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0.9162918
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0.9059707
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0.90536314
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0.89751476
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0.8964999
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