Existence and estimates of moments for Lévy-type processes
Sign Up to like & getrecommendations! Published in 2017 at "Stochastic Processes and their Applications"
DOI: 10.1016/j.spa.2016.07.008
Abstract: In this paper, we establish the existence of moments and moment estimates for Levy-type processes. We discuss whether the existence of moments is a time dependent distributional property, give sufficient conditions for the existence of… read more here.
Keywords: estimates moments; existence estimates; existence; type processes ... See more keywords
The law of iterated logarithm for the estimations of diffusion-type processes
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DOI: 10.1186/s13662-020-2506-5
Abstract: This paper mainly discusses the asymptotic behaviours on the lasso-type estimators for diffusion-type processes with a small noise. By constructing the objective function on the estimation, in view of convexity argument, it is proved that… read more here.
Keywords: type processes; law iterated; logarithm estimations; diffusion type ... See more keywords