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Least squares estimation for the linear self-repelling diffusion driven by \(\alpha \)-stable motions - MaRDI portal

Least squares estimation for the linear self-repelling diffusion driven by \(\alpha \)-stable motions (Q2070623)

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scientific article; zbMATH DE number 7462380
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English
Least squares estimation for the linear self-repelling diffusion driven by \(\alpha \)-stable motions
scientific article; zbMATH DE number 7462380

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    Least squares estimation for the linear self-repelling diffusion driven by \(\alpha \)-stable motions (English)
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    24 January 2022
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    \(\alpha\)-stable motion
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    self-interacting diffusion
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    least squares estimation
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    asymptotic distribution
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