The following pages link to (Q4940647):
Displaying 15 items.
- Nonparametric estimation and testing time-homogeneity for processes with independent incre\-ments (Q927925) (← links)
- Asymptotic theory of semiparametric \(Z\)-estimators for stochastic processes with applications to ergodic diffusions and time series (Q1043751) (← links)
- Weak convergence of some classes of martingales with jumps. (Q1872520) (← links)
- On the paper ``Weak convergence of some classes of martingales with jumps'' (Q2370101) (← links)
- A change detection procedure for an ergodic diffusion process (Q2409396) (← links)
- On the rate of convergence of the maximum likelihood estimator in Brownian semimartingale models (Q2496940) (← links)
- Test for parameter change in diffusion processes by CUSUM statistics based on one-step estimators (Q2502150) (← links)
- Donsker theorems for diffusions: necessary and sufficient conditions (Q2569224) (← links)
- Goodness-of-fit test for ergodic diffusions by discrete-time observations: an innovation martingale approach (Q3021187) (← links)
- Goodness-of-fit test for a nonlinear time series (Q3077669) (← links)
- Limit theorems and inequalities via martingale methods (Q3451717) (← links)
- On Empirical Processes for Ergodic Diffusions and Rates of Convergence of <i>M</i>‐estimators (Q4455950) (← links)
- LEAST SQUARES ESTIMATION FOR NONLINEAR REGRESSION MODELS WITH HETEROSCEDASTICITY (Q5024501) (← links)
- Uniform and \(L_p\) convergences for nonparametric continuous time regressions with semiparametric applications (Q6108335) (← links)
- Moment convergence of \(M\)-estimators (Q6573286) (← links)
