Pages that link to "Item:Q1863418"

The following pages link to LAN property for ergodic diffusions with discrete observations (Q1863418):

Displaying 21 items.

• LAN property for some fractional type Brownian motion (Q2866822) (← links)
• Exact and Computationally Efficient Likelihood-Based Estimation for Discretely Observed Diffusion Processes (with Discussion) (Q3408539) (← links)
• Ergodic Control, Bias, and Sensitive Discount Optimality for Markov Diffusion Processes (Q3625468) (← links)
• Diffusions with measurement errors. I. Local Asymptotic Normality (Q4534851) (← links)
• LAMN property for the drift and volatility parameters of a sde driven by a stable Lévy process (Q4967796) (← links)
• Exponential ergodicity for diffusions with jumps driven by a Hawkes process (Q4989959) (← links)
• On the use of stochastic differential games against nature to ergodic control problems with unknown parameters (Q5266180) (← links)
• LAN property for an ergodic diffusion with jumps (Q5280372) (← links)
• The Pearson Diffusions: A Class of Statistically Tractable Diffusion Processes (Q5324878) (← links)
• LAN property for an ergodic Ornstein–Uhlenbeck process with Poisson jumps (Q5367278) (← links)
• (Q5879927) (← links)
• LAMN property for jump diffusion processes with discrete observations on a fixed time interval (Q6101686) (← links)
• Parameter estimation of discretely observed interacting particle systems (Q6116557) (← links)
• Malliavin calculus techniques for local asymptotic mixed normality and their application to hypoelliptic diffusions (Q6120824) (← links)
• Local asymptotic normality for ergodic jump-diffusion processes via transition density approximation (Q6160980) (← links)
• Empirical‐process‐based specification tests for diffusion models (Q6180919) (← links)
• Parameter estimation in nonlinear multivariate stochastic differential equations based on splitting schemes (Q6550975) (← links)
• An approximate maximum likelihood estimator of drift parameters in a multidimensional diffusion model (Q6591285) (← links)
• Nonparametric plug-in classifier for multiclass classification of S.D.E. paths (Q6608186) (← links)
• Efficient drift parameter estimation for ergodic solutions of backward SDEs (Q6608189) (← links)
• Nonparametric estimation of the diffusion coefficient from i.i.d. S.D.E. paths (Q6635299) (← links)