Hypotheses testing about the drift parameter in linear stochastic differential equation driven by stable processes
DOI10.1007/S10260-015-0335-6zbMATH Open1441.62222OpenAlexW1266384182WikidataQ115384936 ScholiaQ115384936MaRDI QIDQ333541FDOQ333541
Publication date: 31 October 2016
Published in: Statistical Methods and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10260-015-0335-6
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- scientific article; zbMATH DE number 4028681
Wiener processhypotheses testinginverse methodslinear stochastic differential equation[https://portal.mardi4nfdi.de/w/index.php?title=+Special%3ASearch&search=symmetric+stable+L%EF%BF%BD%EF%BF%BDvy+process&go=Go symmetric stable L��vy process]
Processes with independent increments; Lévy processes (60G51) Asymptotic properties of parametric estimators (62F12) Markov processes: estimation; hidden Markov models (62M05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stable stochastic processes (60G52)
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