Least squares estimators for discretely observed stochastic processes driven by small Lévy noises.
Hongwei LongYasutaka ShimizuWei SunPublished in: J. Multivar. Anal. (2013)
Keyphrases
- stochastic processes
- least squares
- heavy tails
- stochastic process
- random fields
- probability distribution
- parameter estimation
- heavy tailed
- markov processes
- robust estimators
- robust estimation
- continuous time bayesian networks
- random variables
- dynamic bayesian networks
- levenberg marquardt
- social networks
- graphical models
- optical flow