A method for checking efficiency of estimators in statistical models driven by Lévy’s noise
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Publication:2817041
DOI10.1090/tpms/978zbMath1346.62047OpenAlexW2497521368MaRDI QIDQ2817041
S. V. Bodnarchuk, D. O. Ivanenko
Publication date: 29 August 2016
Published in: Theory of Probability and Mathematical Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1090/tpms/978
Processes with independent increments; Lévy processes (60G51) Asymptotic properties of parametric estimators (62F12)
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Cites Work
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- Stochastic control based on time-change transformations for stochastic processes with Lévy noise
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