L<sub>∞</sub>-norm minimum distance estimation for stochastic differential equations driven by small fractional Lévy noise
This paper is concerned with $ L_{\infty} $-norm minimum distance estimation for stochastic differential equations driven by small fractional Lévy noise. By applying the Gronwall-Bellman lemma, Chebyshev's inequality and Taylor's formula, the minimum distance estimator is established and t...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
AIMS Press
2023-01-01
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| Series: | AIMS Mathematics |
| Subjects: | |
| Online Access: | https://www.aimspress.com/article/doi/10.3934/math.2023107?viewType=HTML |