Parameter estimation for a class of stochastic differential equations driven by small stable noises from discrete observations

DOI10.1016/S0252-9602(10)60067-7zbMath1240.62005MaRDI QIDQ550083

Hongwei Long

Publication date: 19 July 2011

Published in: Acta Mathematica Scientia. Series B. (English Edition) (Search for Journal in Brave)

zbMATH Keywords

asymptotic distributionparameter estimationconsistencystochastic differential equationsdiscrete observationsleast squares methodleast squares estimatorstable distributionsmall \(\alpha\)-stable noises

Mathematics Subject Classification ID

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