Statistical Inference for Stochastic Differential Equations with Small Noises
This paper proposes the least squares method to estimate the drift parameter for the stochastic differential equations driven by small noises, which is more general than pure jump α-stable noises. The asymptotic property of this least squares estimator is studied under some regularity conditions. Th...
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| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Wiley
2014-01-01
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| Series: | Abstract and Applied Analysis |
| Online Access: | http://dx.doi.org/10.1155/2014/473681 |
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