Pages that link to "Item:Q527471"
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The following pages link to Efficient estimation for diffusions sampled at high frequency over a fixed time interval (Q527471):
Displaying 15 items.
- Estimating functions for noisy observations of ergodic diffusions (Q265660) (← links)
- Asymptotics for recurrent diffusions with application to high frequency regression (Q341886) (← links)
- Adaptive sub-sampling for parametric estimation of Gaussian diffusions (Q612016) (← links)
- Notes on estimating inverse-Gaussian and gamma subordinators under high-frequency sampling (Q734414) (← links)
- Prediction-based estimation for diffusion models with high-frequency data (Q825345) (← links)
- A review of asymptotic theory of estimating functions (Q1656854) (← links)
- Asymptotic normality of convoluted smoothed kernel estimation for scalar diffusion model (Q2176391) (← links)
- Estimating functions for jump-diffusions (Q2274300) (← links)
- Data driven time scale in Gaussian quasi-likelihood inference (Q2330960) (← links)
- Difference based estimators and infill statistics (Q2339214) (← links)
- Adaptive estimation of continuous-time regression models using high-frequency data (Q2398973) (← links)
- Proportional stochastic generalized Lotka-Volterra model with an application to learning microbial community structures (Q2698242) (← links)
- A Tight Lower Bound for High Frequency Moment Estimation with Small Error (Q2851890) (← links)
- Estimation of diffusion parameters in diffusion processes and their asymptotic normality (Q3598832) (← links)
- LAMN property for jump diffusion processes with discrete observations on a fixed time interval (Q6101686) (← links)
