Minimum distance parameter estimation for SDEs with small \(\alpha\)-stable noises

DOI10.1016/j.spl.2018.10.009zbMath1406.60091OpenAlexW2897246396MaRDI QIDQ1726804

Huiyan Zhao, Chongqi Zhang

Publication date: 20 February 2019

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2018.10.009

zbMATH Keywords

minimum distance estimation\(\alpha\)-stable processsmall noise

Mathematics Subject Classification ID

Point estimation (62F10) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Related Items (4)

The law of iterated logarithm for the estimations of diffusion-type processes ⋮ Least squares estimator for Ornstein–Uhlenbeck processes driven by small fractional Lévy noises ⋮ The moderate deviation principle for minimizers of convex processes ⋮ Trajectory fitting estimation for a class of SDEs with small Lévy noises

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