Pages that link to "Item:Q1192000"

The following pages link to Estimation for diffusion processes from discrete observation (Q1192000):

Displaying 34 items.

• Berry–Esseen inequalities for discretely observed diffusions (Q3654437) (← links)
• An equation error method to recover diffusion from the distributed observation (Q4358872) (← links)
• Approximation of continuous time stochastic processes by a local linearization method (Q4372696) (← links)
• Strong Consistency of the Bayesian Estimator for the Ornstein–Uhlenbeck Process (Q4561944) (← links)
• Learning interacting particle systems: Diffusion parameter estimation for aggregation equations (Q4630566) (← links)
• The Dantzig Selector for Diffusion Processes with Covariates (Q4641639) (← links)
• Parameter Estimation in a Gompertzian Stochastic Model for Tumor Growth (Q4670460) (← links)
• APPROXIMATION OF MAXIMUM LIKELIHOOD ESTIMATOR FOR DIFFUSION PROCESSES FROM DISCRETE OBSERVATIONS (Q4797335) (← links)
• (Q4867312) (← links)
• A Semiparametric Model of Estimating Volatility of Diffusion Processes (Q4916956) (← links)
• Estimating a class of diffusions from discrete observations via approximate maximum likelihood method (Q5147562) (← links)
• Evidential inference for diffusion-type processes (Q5222325) (← links)
• A new estimating function for discretely sampled diffusions (Q5430546) (← links)
• (Q5879927) (← links)
• Estimation of the invariant density for discretely observed diffusion processes: impact of the sampling and of the asynchronicity (Q5880780) (← links)
• Le Cam-Stratonovich-Boole theory for Itô diffusions (Q6112114) (← links)
• Parameter estimation for diffusion process from perturbed discrete observations (Q6116461) (← links)
• Parameter estimation of discretely observed interacting particle systems (Q6116557) (← links)
• Non-reversible guided Metropolis kernel (Q6116753) (← links)
• Approximate minimum Hellinger distance estimation for diffusion processes using Euler's scheme (Q6137819) (← links)
• A first order continuous time <scp>VAR</scp> with random coefficients (Q6148343) (← links)
• Parameter estimation for a linear parabolic SPDE model in two space dimensions with a small noise (Q6155089) (← links)
• Parameter estimation for ergodic linear SDEs from partial and discrete observations (Q6166017) (← links)
• Adaptive inference for small diffusion processes based on sampled data (Q6169614) (← links)
• Bootstrap method for misspecified ergodic Lévy driven stochastic differential equation models (Q6173727) (← links)
• Asymptotically efficient estimation for diffusion processes with nonsynchronous observations (Q6176239) (← links)
• Empirical‐process‐based specification tests for diffusion models (Q6180919) (← links)
• Non-adaptive estimation for degenerate diffusion processes (Q6545141) (← links)
• Asymptotic properties for the parameter estimation in stochastic (functional) differential equations with Hölder drift (Q6550288) (← links)
• Stochastic Pareto diffusion process: statistical analysis and computational issues. Simulation and application (Q6553751) (← links)
• Reconstructing unknown coefficients of stochastic differential equations and intelligently predicting random processes with directed learning (Q6572943) (← links)
• Rate of convergence of discretized drift parameters estimators in the Cox–Ingersoll–Ross model (Q6573043) (← links)
• Sparse inference of structural equation modeling with latent variables for diffusion processes (Q6578486) (← links)
• Efficient drift parameter estimation for ergodic solutions of backward SDEs (Q6608189) (← links)