Nonparametric estimation of linear multiplier in stochastic differential equations driven by $\alpha$-stable noise

B. L. S. Prakasa Rao

Nonparametric estimation of linear multiplier in stochastic differential equations driven by $\alpha$-stable noise

Probability 2021-09-22 v1

Authors: B. L. S. Prakasa Rao

Abstract

We discuss nonparametric estimation of linear multiplier in a trend coefficient in models governed by an $\alpha$ -stable small noise.

Keywords

nonparametric estimation linear multiplier stochastic differential equations alpha-stable noise trend coefficient

Cite

@article{arxiv.2109.10010,
  title  = {Nonparametric estimation of linear multiplier in stochastic differential equations driven by $\alpha$-stable noise},
  author = {B. L. S. Prakasa Rao},
  journal= {arXiv preprint arXiv:2109.10010},
  year   = {2021}
}