Least squares estimation for the linear self-repelling diffusion driven by \(\alpha \)-stable motions
type: Item
instance of: scholarly article
title: Least squares estimation for the linear self-repelling diffusion driven by \(\alpha \)-stable motions
zbMATH Open document ID: 1478.60220
author: Leyi Shen
author: Xiaoyu Xia
author: Litan Yan
published in: Statistics \& Probability Letters
publication date: 2022-01-24T00:00:00Z
Mathematics Subject Classification ID: 60J60
Mathematics Subject Classification ID: 62M05
Mathematics Subject Classification ID: 60K35
Mathematics Subject Classification ID: 60F15
Mathematics Subject Classification ID: 60G22
zbMATH DE Number: 7462380
zbMATH Keywords: \(\alpha\)-stable motion
zbMATH Keywords: self-interacting diffusion
zbMATH Keywords: least squares estimation
zbMATH Keywords: asymptotic distribution
MaRDI profile type: Publication
full work available at URL: j.spl.2021.109259
OpenAlex ID: W3202749715
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DOI: 10.1016/J.SPL.2021.109259
description: scientific article; zbMATH DE number 7462380