Nonparametric estimation of periodic signal disturbed by <i>α</i>-stable noises-Reference-Cited by-同舟云学术

Nonparametric estimation of periodic signal disturbed by α-stable noises

Published:2022-01-02 Issue:1 Volume:34 Page:187-205
ISSN:1048-5252
Container-title:Journal of Nonparametric Statistics
language:en
Short-container-title:Journal of Nonparametric Statistics

Author:

Zhang Xuekang¹²³,Yi Haoran³,Shu Huisheng⁴

Affiliation:

1. Energy Internet Engineering Research Center of Anhui Provincial Department of Education, Anhui Polytechnic University, Wuhu, People's Republic of China

2. School of Mathematics-Physics and Finance, Anhui Polytechnic University, Wuhu, People's Republic of China

3. College of Information Science and Technology, Donghua University, Shanghai, People's Republic of China

4. College of Science, Donghua University, Shanghai, People's Republic of China

Funder

National Natural Science Foundation of China

Open Research Fund of Energy Internet Engineering Research Center of Anhui Provincial Department of Education, Anhui Polytechnic University

Pre-Research National Natural Science Foundation of China of Anhui Polytechnic University

Startup Foundation for Introducing Talent of Anhui Polytechnic University

Fundamental Research Funds for the Central Universities and Graduate Student Innovation Fund of Donghua University

Publisher

Informa UK Limited

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Link

https://www.tandfonline.com/doi/pdf/10.1080/10485252.2022.2026944

Reference46 articles.

1. Lévy Processes and Stochastic Calculus

2. Stochastic population dynamics driven by Lévy noise

3. Power laws in economics and finance: some ideas from physics

4. Local Linear Estimation of Second-order Jump-diffusion Model