Zheng-Yan Lin

collaborators

2 papers

math.ST2012

Local linear estimator for stochastic differential equations driven by $α$ -stable Lévy motions

Song Yu-Ping, Lin Zheng-Yan

We study the local linear estimator for the drift coefficient of stochastic differential equations driven by $α$ -stable Lévy motions observed at discrete instants letting $T \right…

math.ST2011

Weak Convergence to Stochastic Integrals Driven by $α -$ Stable Lévy Processes

Zhengyan Lin, Hanchao Wang

We use the martingale convergence method to get the weak convergence theorem on general functionals of partial sums of independent heavy-tailed random variables. The limiting proce…

Local linear estimator for stochastic differential equations driven by α-stable Lévy motions

Weak Convergence to Stochastic Integrals Driven by α−Stable Lévy Processes

Local linear estimator for stochastic differential equations driven by $α$ -stable Lévy motions

Weak Convergence to Stochastic Integrals Driven by $α -$ Stable Lévy Processes