Parameter estimation for certain nonstationary processes driven by α-stable motions

DOI10.1080/03610926.2019.1630436OpenAlexW2951728197MaRDI QIDQ5079022

Huisheng Shu, Xuekang Zhang, Haoran Yi

Publication date: 25 May 2022

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2019.1630436

zbMATH Keywords

consistencynonstationary processesstable distribution\(\alpha\)-stable processestrajectory fitting method

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (2)

Parameter estimation for Ornstein-Uhlenbeck driven by Ornstein-Uhlenbeck processes with small Lévy noises ⋮ Trajectory fitting estimation for a class of SDEs with small Lévy noises

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