The following pages link to (Q3359614):
Displaying 28 items.
- Local \(M\)-estimation for jump-diffusion processes (Q449381) (← links)
- Least squares estimators for stochastic differential equations driven by small Lévy noises (Q529425) (← links)
- Statistical specification of jumps under semiparametric semimartingale models (Q734535) (← links)
- Model selection for Lévy measures in diffusion processes with jumps from discrete observations (Q958809) (← links)
- Asymptotic inference for semimartingale models with singular parameter points (Q1330191) (← links)
- Exponential families of stochastic processes and Lévy processes (Q1330193) (← links)
- On the central limit theorem for point process martingales (Q1332877) (← links)
- On exponential families of Markov processes (Q1378771) (← links)
- Maximum likelihood estimation for stochastic Lotka-Volterra model with jumps (Q1712202) (← links)
- Asymptotic properties of maximum likelihood estimator for the growth rate for a jump-type CIR process based on continuous time observations (Q1743339) (← links)
- Likelihood ratio processes for Markovian particle systems with killing and jumps (Q1857352) (← links)
- Local asymptotic quadraticity of stochastic process models based on stopping times (Q1893865) (← links)
- Empirical likelihood inference for the second-order jump-diffusion model (Q1933722) (← links)
- Parameter estimation and model testing for Markov processes via conditional characteristic functions (Q1940757) (← links)
- Approximate self-weighted LAD estimation of discretely observed ergodic Ornstein-Uhlenbeck processes (Q1952068) (← links)
- Online drift estimation for jump-diffusion processes (Q1983620) (← links)
- Drift estimation for a Lévy-driven Ornstein-Uhlenbeck process with heavy tails (Q2023469) (← links)
- Likelihood theory for the graph Ornstein-Uhlenbeck process (Q2144193) (← links)
- Estimating functions for jump-diffusions (Q2274300) (← links)
- Efficient maximum likelihood estimation for Lévy-driven Ornstein-Uhlenbeck processes (Q2448716) (← links)
- Convergence results for multivariate martingales (Q2485840) (← links)
- Structural estimation of jump-diffusion processes in macroeconomics (Q2630127) (← links)
- Maximum likelihood estimator for the drift of a Brownian flow (Q2756665) (← links)
- Maximum likelihood estimation for reflected Ornstein-Uhlenbeck processes with jumps (Q5078411) (← links)
- Asymptotic properties of maximum likelihood estimator for the growth rate of a stable CIR process based on continuous time observations (Q5742595) (← links)
- On Lasso and Slope drift estimators for Lévy-driven Ornstein-Uhlenbeck processes (Q6178552) (← links)
- Parameter estimation for the drift of a time inhomogeneous jump diffusion process (Q6552749) (← links)
- Asymptotic normality of estimators for all parameters in the Vasicek model by discrete observations (Q6633972) (← links)
