Trajectory fitting estimation for a class of SDEs with small Lévy noises

DOI10.1214/22-BJPS541zbMath1496.62144OpenAlexW4297337093MaRDI QIDQ2083427

Xuekang Zhang, Huisheng Shu

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

zbMATH Keywords

asymptotic distributionconsistencystochastic differential equationssmall Lévy noisestrajectory fitting estimation

Mathematics Subject Classification ID

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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