Least squares estimators for stochastic differential equations driven by small Lévy noises (Q529425)

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scientific article; zbMATH DE number 6720610
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Least squares estimators for stochastic differential equations driven by small Lévy noises
scientific article; zbMATH DE number 6720610

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    Least squares estimators for stochastic differential equations driven by small Lévy noises (English)
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    18 May 2017
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    asymptotic distribution
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    consistency
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    discrete observations
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    least squares method
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    stochastic differential equations
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    parameter estimation
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