Pages that link to "Item:Q1418099"

The following pages link to Statistical inference for ergodic diffusion processes. (Q1418099):

Displaying 50 items.

• Least squares estimator for discretely observed Ornstein-Uhlenbeck processes with small Lévy noises (Q731952) (← links)
• Maximum likelihood drift estimation for multiscale diffusions (Q734631) (← links)
• Asymptotic behaviour of parametric estimation for nonstationary reflected Ornstein-Uhlenbeck processes (Q739497) (← links)
• Quasi-likelihood analysis for nonsynchronously observed diffusion processes (Q740191) (← links)
• Parameter estimation for stochastic partial differential equations of second order (Q781562) (← links)
• Nonparametric Bayesian estimation of a Hölder continuous diffusion coefficient (Q783274) (← links)
• Asymptotic statistical equivalence for scalar ergodic diffusions (Q816989) (← links)
• Sharp adaptive estimation of the drift function for ergodic diffusions (Q817979) (← links)
• A review on asymptotic inference in stochastic differential equations with mixed effects (Q825348) (← links)
• Parametric estimation for a parabolic linear SPDE model based on discrete observations (Q826976) (← links)
• Parameter estimation for continuous time hidden Markov processes (Q827936) (← links)
• Testing interaction in some predator-prey populations (Q841010) (← links)
• Third-order asymptotic expansion of \(M\)-estimators for diffusion processes (Q841023) (← links)
• Parametric inference for discretely observed non-ergodic diffusions (Q850751) (← links)
• Estimating stochastic dynamical systems driven by a continuous-time jump Markov process (Q861540) (← links)
• Asymptotic statistical equivalence for ergodic diffusions: the multidimensional case (Q866947) (← links)
• Convergence rates of posterior distributions for Brownian semimartingale models (Q882885) (← links)
• Efficient pointwise estimation based on discrete data in ergodic nonparametric diffusions (Q888494) (← links)
• Goodness of fit test for ergodic diffusion processes (Q904055) (← links)
• Contrast-based information criterion for ergodic diffusion processes from discrete observations (Q904080) (← links)
• Parametric estimation from approximate data: non-Gaussian diffusions (Q906937) (← links)
• Goodness of fit test for small diffusions by discrete time observations (Q907094) (← links)
• Strong pointwise consistency of the \(k_T\)-occupation time density estimator (Q930089) (← links)
• On Nummelin splitting for continuous time Harris recurrent Markov processes and application to kernel estimation for multi-dimensional diffusions (Q936393) (← links)
• Parameter estimation for fractional Ornstein-Uhlenbeck processes (Q973190) (← links)
• On limiting likelihood ratio processes of some change-point type statistical models (Q974514) (← links)
• A note on asymptotic parametric prediction (Q999007) (← links)
• A review of the methods for signal estimation in stochastic diffusion leaky integrate-and-fire neuronal models (Q999378) (← links)
• Statistical inference for reciprocal gamma diffusion process (Q1036702) (← links)
• Testing concerning the homogeneity of some predator-prey populations (Q1036734) (← links)
• Asymptotic properties of MLE for partially observed fractional diffusion system with dependent noises (Q1039494) (← links)
• On parameter estimation for switching diffusion process (Q1041707) (← links)
• Asymptotic theory of semiparametric \(Z\)-estimators for stochastic processes with applications to ergodic diffusions and time series (Q1043751) (← links)
• On limit distributions of estimators in irregular statistical models and a new representation of fractional Brownian motion (Q1643756) (← links)
• Least squares estimation for the drift parameters in the sub-fractional Vasicek processes (Q1643803) (← links)
• Statistical inference for SPDEs: an overview (Q1656846) (← links)
• Estimation of cusp location of stochastic processes: a survey (Q1656849) (← links)
• LAMN in a class of parametric models for null recurrent diffusions (Q1656853) (← links)
• Hybrid estimators for stochastic differential equations from reduced data (Q1656855) (← links)
• Central limit theorems and parameter estimation associated with a weighted-fractional Brownian motion (Q1680936) (← links)
• Moment convergence of \(Z\)-estimators (Q1687328) (← links)
• Nonparametric estimation of a scalar diffusion model from discrete time data: a survey (Q1699137) (← links)
• Parametric estimation in the Vasicek-type model driven by sub-fractional Brownian motion (Q1712059) (← links)
• Maximum likelihood estimation for stochastic Lotka-Volterra model with jumps (Q1712202) (← links)
• Stochastic dynamics and survival analysis of a cell population model with random perturbations (Q1714924) (← links)
• Asymptotic behaviour of the trajectory fitting estimator for reflected Ornstein-Uhlenbeck processes (Q1721911) (← links)
• Statistical inference for stochastic differential equations with small noises (Q1724191) (← links)
• Parameter estimation for stochastic differential equations driven by mixed fractional Brownian motion (Q1725334) (← links)
• Asymptotic normality of kernel density function estimator from continuous time stationary and dependent processes (Q1726785) (← links)
• A stochastic HIV infection model with latent infection and antiretroviral therapy (Q1727140) (← links)