Pages that link to "Item:Q4781090"
From MaRDI portal
The following pages link to A Note on Consistent Estimation of Multivariate Parameters in Ergodic Diffusion Models (Q4781090):
Displaying 6 items.
- Maximum likelihood drift estimation for multiscale diffusions (Q734631) (← links)
- Hyperparameter estimation in Bayesian MAP estimation: parameterizations and consistency (Q2188103) (← links)
- On the rate of convergence of the maximum likelihood estimator in Brownian semimartingale models (Q2496940) (← links)
- Uniform law of large numbers and consistency of estimators for Harris diffusions (Q2573258) (← links)
- On Empirical Processes for Ergodic Diffusions and Rates of Convergence of <i>M</i>‐estimators (Q4455950) (← links)
- (Q4883695) (← links)