Limit theorems for p-variations of solutions of SDEs driven by additive stable levy noise and model selection for paleo-climatic data

Recent Development In Stochastic Dynamics And Stochastic Analysis

Volumn , Issue , 2010, Pages 161-175

  Hein, Claudia ^a   Imkeller, Peter ^a   Pavlyukevich, Ilya ^a  

^a HUMBOLDT UNIVERSITY   (Germany)

Author keywords

Estimation; Greenland ice core data; Kolmogorov Smirnov distance; Model selection; p variation; Paleo climatic time series; Skorokhod topology; Stability index; Stable Levy process; Tightness

Indexed keywords

EID: 85123566796     PISSN: None     EISSN: None     Source Type: Book    
DOI: None     Document Type: Chapter

References (13)

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