Trajectory fitting estimation for a class of SDEs with small Lévy noises
DOI10.1214/22-BJPS541zbMath1496.62144OpenAlexW4297337093MaRDI QIDQ2083427
Publication date: 10 October 2022
Published in: Brazilian Journal of Probability and Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/22-bjps541
asymptotic distributionconsistencystochastic differential equationssmall Lévy noisestrajectory fitting estimation
Asymptotic properties of parametric estimators (62F12) Asymptotic distribution theory in statistics (62E20) Markov processes: estimation; hidden Markov models (62M05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)
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