Nonparametric estimation of the trend for stochastic differential equations driven by small \(\alpha\)-stable noises
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Publication:2322618
DOI10.1016/j.spl.2019.03.012zbMath1459.62160OpenAlexW2925527194MaRDI QIDQ2322618
Huisheng Shu, Haoran Yi, Xuekang Zhang
Publication date: 5 September 2019
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2019.03.012
Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Markov processes: estimation; hidden Markov models (62M05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stable stochastic processes (60G52)
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