Hypotheses testing about the drift parameter in linear stochastic differential equation driven by stable processes (Q333541)

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scientific article; zbMATH DE number 6645593
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Hypotheses testing about the drift parameter in linear stochastic differential equation driven by stable processes
scientific article; zbMATH DE number 6645593

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    Hypotheses testing about the drift parameter in linear stochastic differential equation driven by stable processes (English)
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    31 October 2016
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    linear stochastic differential equation
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    Wiener process
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    symmetric stable Lévy process
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    inverse methods
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    hypotheses testing
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