paper

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

arXiv:2109.10010

Abstract

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

Accepted for publication in "Journal of Indian Statistical Association"

Nonparametric estimation of linear multiplier in stochastic differential equations driven by $α$-stable noise · wovepaper