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Nonparametric Estimation for Stochastic Processes Driven by Alpha-stable Processes of the Second Kind.
- Source :
-
IAENG International Journal of Applied Mathematics . Jul2024, Vol. 54 Issue 7, p1409-1415. 7p. - Publication Year :
- 2024
-
Abstract
- The present paper deals with the problem of nonparametric estimation for stochastic processes driven by alpha-stable processes of the second kind. The consistency and the asymptotic distribution of the nonparametric estimator are discussed. [ABSTRACT FROM AUTHOR]
- Subjects :
- *NONPARAMETRIC estimation
*STOCHASTIC processes
*ASYMPTOTIC distribution
Subjects
Details
- Language :
- English
- ISSN :
- 19929978
- Volume :
- 54
- Issue :
- 7
- Database :
- Academic Search Index
- Journal :
- IAENG International Journal of Applied Mathematics
- Publication Type :
- Academic Journal
- Accession number :
- 178218501