Statistical inference on the drift parameter in symmetric stable Lévy process with a deterministic drift
DOI10.1080/15598608.2016.1156038zbMath1426.62247OpenAlexW2342524752MaRDI QIDQ2323177
Publication date: 30 August 2019
Published in: Journal of Statistical Theory and Practice (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/15598608.2016.1156038
stochastic integralinverse methodshypotheses testingsymmetric stable Lévy processsymmetric random part
Infinitely divisible distributions; stable distributions (60E07) Processes with independent increments; Lévy processes (60G51) Asymptotic properties of parametric estimators (62F12) Parametric hypothesis testing (62F03) Markov processes: estimation; hidden Markov models (62M05) Stochastic integrals (60H05)
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Cites Work
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