Pages that link to "Item:Q2337827"
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The following pages link to Estimating functions for SDE driven by stable Lévy processes (Q2337827):
Displaying 11 items.
- Functional estimation for Lévy measures of semimartingales with Poissonian jumps (Q1012526) (← links)
- Estimation of tempered stable Lévy models of infinite variation (Q2152238) (← links)
- Joint estimation for SDE driven by locally stable Lévy processes (Q2192325) (← links)
- Unbiased truncated quadratic variation for volatility estimation in jump diffusion processes (Q2196535) (← links)
- Rate-optimal estimation of the Blumenthal-Getoor index of a Lévy process (Q2215954) (← links)
- Regularized bridge-type estimation with multiple penalties (Q2230875) (← links)
- Density functions of distribution dependent SDEs driven by Lévy noises (Q2247229) (← links)
- Nonparametric Gaussian inference for stable processes (Q2330965) (← links)
- Hellinger and total variation distance in approximating Lévy driven SDEs (Q6104024) (← links)
- On a projection least squares estimator for jump diffusion processes (Q6197119) (← links)
- Quasi-likelihood analysis for Student-Lévy regression (Q6635303) (← links)