Pages that link to "Item:Q1363214"

The following pages link to Exponential families of stochastic processes (Q1363214):

Displaying 30 items.

• Approximating some Volterra type stochastic integrals with applications to parameter estimation. (Q2574562) (← links)
• Characterizations of some polynomial variance functions by \(d\)-pseudo-orthogonality (Q2576196) (← links)
• Bayesian Poisson process partition calculus with an application to Bayesian Lévy moving averages (Q2583419) (← links)
• Characterization of multivariate stable processes (Q2627898) (← links)
• On parameter estimation of stochastic delay differential equations with guaranteed accuracy by noisy observations (Q2643294) (← links)
• ON SEQUENTIAL PARAMETER ESTIMATION FOR SOME LINEAR STOCHASTIC DIFFERENTIAL EQUATIONS WITH TIME DELAY (Q2758214) (← links)
• Large Deviations for Clocks of Self-similar Processes (Q2798590) (← links)
• Information and exponential families in statistical theory (Q2865668) (← links)
• Statistical inference on the drift parameter in fractional Brownian motion with a deterministic drift (Q2980146) (← links)
• On the Power-Variance Family of Probability Distributions (Q3155310) (← links)
• On Infinitely Divisible Exponential Dispersion Model Related to Poisson-Exponential Distribution (Q3435978) (← links)
• (Q4264747) (← links)
• Rényi Statistics in Directed Families of Exponential Experiments* (Q4485094) (← links)
• Robust and consistent estimation of generators in credit risk (Q4554476) (← links)
• Pricing Variance Swaps on Time-Changed Markov Processes (Q4999901) (← links)
• Lévy processes time-changed by the first-exit time of the inverse Gaussian subordinator (Q5024938) (← links)
• Sample Partitioning Estimation for Ergodic Diffusions (Q5252811) (← links)
• Exact distributions for reward functions on semi-Markov and Markov additive processes (Q5441522) (← links)
• Esscher transforms and the minimal entropy martingale measure for exponential Lévy models (Q5484637) (← links)
• ON DELAY ESTIMATION FOR STOCHASTIC DIFFERENTIAL EQUATIONS (Q5694417) (← links)
• ESTIMATING THE DELAY TIME IN AFFINE STOCHASTIC DELAY DIFFERENTIAL EQUATIONS (Q5697084) (← links)
• Nonparametric Sequential Minimax Estimation of the Drift Coefficient in Diffusion Processes (Q5697359) (← links)
• Asymptotic properties of maximum likelihood estimator for the growth rate of a stable CIR process based on continuous time observations (Q5742595) (← links)
• A martingale characterization of Pólya-Lundberg processes (Q5754685) (← links)
• (Q5879927) (← links)
• Orthogonal and pseudo-orthogonal multi-dimensional Appell polynomials. (Q5931691) (← links)
• Modeling the BUX index by a novel stochastic differential equation (Q5947890) (← links)
• Longitudinal network models and permutation‐uniform Markov chains (Q6049789) (← links)
• The first-passage-time moments for the Hougaard process and its Birnbaum-Saunders approximation (Q6172913) (← links)
• Designing universal causal deep learning models: The geometric (Hyper)transformer (Q6196301) (← links)