Least squares estimator for a class of subdiffusion processes
From MaRDI portal
Cites work
- A lower lipschitz condition for the stable subordinator
- A multivariate central limit theorem for continuous local martingales
- Asymptotic theory for non-linear least squares estimator for diffusion processes
- Chaos, fractional kinetics, and anomalous transport
- Derivative formulas and gradient estimates for SDEs driven by \(\alpha\)-stable processes
- scientific article; zbMATH DE number 43057 (Why is no real title available?)
- scientific article; zbMATH DE number 3576395 (Why is no real title available?)
- scientific article; zbMATH DE number 1432782 (Why is no real title available?)
- Least squares estimator for discretely observed Ornstein-Uhlenbeck processes with small Lévy noises
- Least squares estimator for Ornstein-Uhlenbeck processes driven by \(\alpha \)-stable motions
- Lévy Processes and Stochastic Calculus
- Parameter estimation for one-sided heavy-tailed distributions
- Statistical inference for ergodic diffusion processes.
- Stochastic calculus for a time-changed semimartingale and the associated stochastic differential equations
- The random walk's guide to anomalous diffusion: A fractional dynamics approach
- Time-changed Ornstein-Uhlenbeck process
Cited in
(2)
This page was built for publication: Least squares estimator for a class of subdiffusion processes
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5093718)
