We study the estimation of a stable Cox–Ingersoll–Ross model, which is a special subcritical
continuous-state branching process with immigration. The exponential ergodicity and strong …

Abstract We study the Nadaraya-Watson estimators for the drift function of two-sided
reflected stochastic differential equations. The estimates, based on either the continuously …

The central limit theorems, the deviation inequality (and large deviation), and the moderate
deviations for least squares estimators of parameters in the CIR type model driven by α …

Complex systems are sometimes subject to non-Gaussian α-stable Lévy fluctuations. A new
method is devised to estimate the uncertain parameter α and other system parameters …

The present paper deals with the problem of nonparametric estimation of the trend for
stochastic differential equations driven by small α-stable noises based on continuous-time …

Maximum likelihood type estimation for discretely observed CIR model with small α-stable noises -
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In this paper, we consider the problem of parameter estimation for a real stochastic model
observed at some discrete times, that is a solution of a stochastic differential equation driven …

We study the local linear estimator for the drift coefficient of stochastic differential equations
driven by α-stable Lévy motions observed at discrete instants. Under regular conditions, we …

We study the Nadaraya-Watson (NW) estimator for the drift function of two-sided reflected
stochastic processes. We propose a discrete-type NW estimator and a continuous-type NW …

In this paper, we consider parameter estimation for a stochastic process observed at some
discrete times that is a solution of a given class of stochastic differential equations driven by …