Pages that link to "Item:Q1203345"

The following pages link to Local asymptotic mixed normality for semimartingale experiments (Q1203345):

Displaying 24 items.

• Maximum likelihood estimation for Wishart processes (Q326826) (← links)
• Local asymptotic mixed normality for discretely observed non-recurrent Ornstein-Uhlenbeck processes (Q421403) (← links)
• Explicit formulas for Laplace transforms of certain functionals of some time inhomogeneous diffusions (Q536242) (← links)
• Asymptotic inference for Markov step processes: Observation up to a random time (Q1312304) (← links)
• Asymptotic inference for semimartingale models with singular parameter points (Q1330191) (← links)
• On a singularity occurring in a self-correcting point process model (Q1335344) (← links)
• On local asymptotic normality for birth and death on a flow (Q1613627) (← links)
• Asymptotic behavior of maximum likelihood estimators for a jump-type Heston model (Q1644436) (← links)
• Asymptotic properties of maximum likelihood estimator for the growth rate for a jump-type CIR process based on continuous time observations (Q1743339) (← links)
• Least squares estimator for \(\alpha\)-sub-fractional bridges (Q1785806) (← links)
• Local asymptotic normality and mixed normality for Markov statistical models (Q1826192) (← links)
• Local asymptotic quadraticity of stochastic process models based on stopping times (Q1893865) (← links)
• Approximate self-weighted LAD estimation of discretely observed ergodic Ornstein-Uhlenbeck processes (Q1952068) (← links)
• Estimation of parameters of linear homogeneous stochastic differential equations (Q1965895) (← links)
• Regularity of models associated with Markov jump processes (Q2084213) (← links)
• LAMN property for multivariate inhomogeneous diffusions with discrete observations (Q2168085) (← links)
• Asymptotic behavior of maximum likelihood estimator for time inhomogeneous diffusion processes (Q2270284) (← links)
• Second-order continuous-time non-stationary Gaussian autoregression (Q2450913) (← links)
• Bayesian prediction and model selection for locally asymptotically mixed normal models (Q2455737) (← links)
• Local asymptotic normality property for Ornstein-Uhlenbeck processes with jumps under discrete sampling (Q2636938) (← links)
• Asymptotic inference for jump diffusions with state-dependent intensity (Q2815596) (← links)
• Local asymptotic quadraticity of statistical experiments connected with a Heston model (Q4634937) (← links)
• Asymptotic mixed normality and hellinger processes (Q4845473) (← links)
• Asymptotic properties of maximum likelihood estimator for the growth rate of a stable CIR process based on continuous time observations (Q5742595) (← links)