Local linear estimation for stochastic processes driven by -stable Lévy motion
DOI10.1007/S11203-013-9080-3zbMATH Open1307.62099OpenAlexW2012932595MaRDI QIDQ2392826FDOQ2392826
Authors: Yunyan Wang, Lixin Zhang 
Publication date: 2 August 2013
Published in: Statistical Inference for Stochastic Processes (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11203-013-9080-3
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Processes with independent increments; Lévy processes (60G51) Nonparametric estimation (62G05) Asymptotic properties of nonparametric inference (62G20) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)
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Cited In (8)
- Nonparametric estimation of periodic signal disturbed by α-stable noises
- Nonparametric estimation of the trend for stochastic differential equations driven by small \(\alpha\)-stable noises
- Nonparametric Gaussian inference for stable processes
- Estimation of state-dependent jump activity and drift for Markovian semimartingales
- Approximation in law of locally \(\alpha \)-stable Lévy-type processes by non-linear regressions
- Local linear estimator for stochastic differential equations driven by \(\alpha\)-stable Lévy motions
- Nadaraya-Watson estimator for stochastic processes driven by stable Lévy motions
- Optimal estimation of the local time and the occupation time measure for an \(\alpha\)-stable Lévy process
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