Pages that link to "Item:Q1951162"
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The following pages link to Nadaraya-Watson estimator for stochastic processes driven by stable Lévy motions (Q1951162):
Displaying 15 items.
- Maximum likelihood type estimation for discretely observed CIR model with small \(\alpha\)-stable noises (Q342738) (← links)
- Small noise fluctuations of the CIR model driven by \(\alpha\)-stable noises (Q466985) (← links)
- Local linear estimator for stochastic differential equations driven by \(\alpha\)-stable Lévy motions (Q476746) (← links)
- New robust confidence intervals for the mean under dependence (Q826963) (← links)
- Reweighted Nadaraya-Watson estimation of jump-diffusion models (Q1934471) (← links)
- Estimation of state-dependent jump activity and drift for Markovian semimartingales (Q2189127) (← links)
- Quantifying model uncertainty in dynamical systems driven by non-Gaussian Lévy stable noise with observations on mean exit time or escape probability (Q2200203) (← links)
- Nonparametric estimation of the trend for stochastic differential equations driven by small \(\alpha\)-stable noises (Q2322618) (← links)
- Nonparametric estimation in fractional SDE (Q2330959) (← links)
- Nonparametric Gaussian inference for stable processes (Q2330965) (← links)
- Local linear estimation for stochastic processes driven by \(\alpha\)-stable Lévy motion (Q2392826) (← links)
- Bias Correction Estimation for a Continuous‐Time Asset Return Model with Jumps (Q3120661) (← links)
- Nonparametric estimation of periodic signal disturbed by <i>α</i>-stable noises (Q5030944) (← links)
- Nadaraya–Watson estimator for I.I.D. paths of diffusion processes (Q6073418) (← links)
- Nadaraya-Watson estimators for reflected stochastic processes (Q6184301) (← links)
