Parameter estimation in models generated by SDEs with symmetric alpha-stable noise (Q6101968)
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scientific article; zbMATH DE number 7699181
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| English | Parameter estimation in models generated by SDEs with symmetric alpha-stable noise |
scientific article; zbMATH DE number 7699181 |
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Parameter estimation in models generated by SDEs with symmetric alpha-stable noise (English)
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20 June 2023
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SDE
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Lévy processes
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parameter estimation
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alpha-stable processes
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numerical optimization
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0.801740825176239
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0.7851788401603699
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0.7707831263542175
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0.7680405974388123
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0.7667455673217773
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