南京航空航天大学主页平台管理系统 yuqian--Home-- Least squares estimator for stochastic differential equations driven by small fractional Lévy noises from discrete observations

余迁Associate Professor

余迁，南京航空航天大学数学学院特聘副研究员，硕士生导师。2021年6月博士毕业于华东师范大学，专业为统计学，研究方向为随机分析及其应用。目前的研究兴趣是极限理论和统计推断。主持国家自然科学基金青年基金项目和江苏省自然科学基金青年基金项目各1项。在《Stochastic Processes and their Applications》、《Journal of Theoretical Probability》、《Journal of Mathematical Physics》等期刊发表多篇学术论文。Detials

Recommended MA Supervisor

Paper Publications Current position: Home > Scientific Research > Paper Publications

Least squares estimator for stochastic differential equations driven by small fractional Lévy noises from discrete observations

Release time:2021-10-07 Hits:

Journal:Stochastics and Dynamics
Page Number:2150047
Translation or Not:no
Included Journals:SCIE
Date of Publication:2021-05-18

Pre One: Higher order derivative of self-intersection local time for fractional Brownian motion

Next One: Parameter estimation for Hermite Ornstein-Uhlenbeck processes with periodic mean