Least squares estimator for stochastic differential equations driven by small fractional Lévy noises from discrete observations
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Cites work
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- Least squares estimator for Ornstein-Uhlenbeck processes driven by fractional Lévy processes from discrete observations
- Least squares estimators for discretely observed stochastic processes driven by small Lévy noises
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Cited in
(17)- Statistical inference for stochastic differential equations with small noises
- Least squares estimation for \(\alpha\)-fractional bridge with discrete observations
- Parameter estimation for Chan-Karoli-Longstaff-Saunders model driven by small Lévy noises from discrete observations
- Trajectory fitting estimation for a class of SDEs with small Lévy noises
- Least-squares estimators based on the Adams method for stochastic differential equations with small Lévy noise
- Least squares estimation for path-distribution dependent stochastic differential equations
- A least square-type procedure for parameter estimation in stochastic differential equations with additive fractional noise
- On drift parameter estimation for mean-reversion type stochastic differential equations with discrete observations
- NONPARAMETRIC ESTIMATION OF LINEAR MULTIPLIER FOR STOCHASTIC DIFFERENTIAL EQUATIONS DRIVEN BY FRACTIONAL LÉVY PROCESS WITH SMALL NOISE
- Least squares estimators for discretely observed stochastic processes driven by small Lévy noises
- Least squares estimators for stochastic differential equations driven by small Lévy noises
- Parameter estimation for a class of stochastic differential equations driven by small stable noises from discrete observations
- Least squares estimations for approximate fractional vasicek model driven by a semimartingale
- Asymptotic properties for the parameter estimation in stochastic (functional) differential equations with Hölder drift
- Local linear estimator for fractional diffusions
- Pseudo almost periodic solutions in distribution for stochastic differential equations driven by Brownian and fractional Brownian motions
- Least squares estimator for discretely observed Ornstein-Uhlenbeck processes with small Lévy noises
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