Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Least squares estimators for discretely observed stochastic processes
  driven by small Levy noises   We study the problem of parameter estimation for discretely observed
stochastic processes driven by additive small L\'{e}vy noises. We do not impose
any moment condition on the driving L\'{e}vy process. Under certain regularity
conditions on the drift function, we obtain consistency and rate of convergence
of the least squares estimator (LSE) of the drift parameter when a small
dispersion coefficient $\varepsilon \to 0$ and $n \to \infty$ simultaneously.
The asymptotic distribution of the LSE in our general setting is shown to be
the convolution of a normal distribution and a distribution related to the jump
part of the L\'evy process.

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The categories of this paper are: q-bio
37
The categories of this paper are: supr-con
24
The categories of this paper are: dg-ga
8
The categories of this paper are: hep-ex
27
The categories of this paper are: comp-gas
5
The categories of this paper are: gr-qc
6
The categories of this paper are: astro-ph
0
The categories of this paper are: hep-ph
20
The categories of this paper are: acc-phys
7
The categories of this paper are: hep-th
33
The categories of this paper are: plasm-ph
1
The categories of this paper are: cs
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The categories of this paper are: quant-ph
22
The categories of this paper are: chao-dyn
29
The categories of this paper are: funct-an
32
The categories of this paper are: atom-ph