Parameter estimation for a class of stochastic differential equations driven by small stable noises from discrete observations
type: Item
instance of: scholarly article
title: Parameter estimation for a class of stochastic differential equations driven by small stable noises from discrete observations
zbMATH Open document ID: 1240.62005
DOI: 10.1016/S0252-9602(10)60067-7
author: Hongwei Long
published in: Acta Mathematica Scientia. Series B. (English Edition)
publication date: 2011-07-19T00:00:00Z
Mathematics Subject Classification ID: 62M05
Mathematics Subject Classification ID: 60G52
Mathematics Subject Classification ID: 60J75
Mathematics Subject Classification ID: 62F12
Mathematics Subject Classification ID: 62F10
zbMATH DE Number: 5926639
zbMATH Keywords: least squares estimator
zbMATH Keywords: asymptotic distribution
zbMATH Keywords: consistency
zbMATH Keywords: discrete observations
zbMATH Keywords: least squares method
zbMATH Keywords: parameter estimation
zbMATH Keywords: small \(\alpha\)-stable noises
zbMATH Keywords: stable distribution
zbMATH Keywords: stochastic differential equations
MaRDI profile type: Publication
description: scientific article; zbMATH DE number 5926639