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stat.ME2021
Parameter estimation in models generated by SDE's with symmetric alpha stable noise
D. O. Ivanenko, R. V. Pogorielov
The article considers vector parameter estimators in statistical models generated by Levy processes. An improved one step estimator is presented that can be used for improving any…
math.ST2021
Parameter estimation in diffusion models with low regularity coefficients
Dmytro Ivanenko, Rostyslav Pogorielov
The article considers parameter estimation constructing such as quasi-maximum likelyhood estimation and one step estimation in statistical models generated by solution of stochasti…