Pages that link to "Item:Q850751"
From MaRDI portal
The following pages link to Parametric inference for discretely observed non-ergodic diffusions (Q850751):
Displaying 32 items.
- Local asymptotic mixed normality for discretely observed non-recurrent Ornstein-Uhlenbeck processes (Q421403) (← links)
- Estimation of parameters for discretely observed diffusion processes with a variety of rates for information (Q421429) (← links)
- AIC type statistics for discretely observed ergodic diffusion processes (Q466057) (← links)
- On nonergodicity for nonparametric autoregressive models (Q681119) (← links)
- Parametric estimation for non recurrent diffusion processes (Q722665) (← links)
- Notes on drift estimation for certain non-recurrent diffusion processes from sampled data (Q734708) (← links)
- Consistency of the drift parameter estimator for the discretized fractional Ornstein-Uhlenbeck process with Hurst index \(H\in(0,\frac{1}{2})\) (Q887245) (← links)
- Efficient pointwise estimation based on discrete data in ergodic nonparametric diffusions (Q888494) (← links)
- Contrast-based information criterion for ergodic diffusion processes from discrete observations (Q904080) (← links)
- Parametric estimation from approximate data: non-Gaussian diffusions (Q906937) (← links)
- GARCH modelling in continuous time for irregularly spaced time series data (Q1002568) (← links)
- Parameter estimation for discretely observed non-ergodic fractional Ornstein-Uhlenbeck processes of the second kind (Q1668046) (← links)
- Parametric estimation for discretely observed stochastic processes with jumps (Q1952110) (← links)
- Parametric inference for hypoelliptic ergodic diffusions with full observations (Q2023472) (← links)
- Statistical inference for nonergodic weighted fractional Vasicek models (Q2062450) (← links)
- Least squares estimation for non-ergodic weighted fractional Ornstein-Uhlenbeck process of general parameters (Q2142855) (← links)
- Least squares type estimation for discretely observed non-ergodic Gaussian Ornstein-Uhlenbeck processes (Q2153101) (← links)
- LAMN property for multivariate inhomogeneous diffusions with discrete observations (Q2168085) (← links)
- Asymptotic properties for the parameter estimation in Ornstein-Uhlenbeck process with discrete observations (Q2199706) (← links)
- Empirical \(L^2\)-distance test statistics for ergodic diffusions (Q2316339) (← links)
- Parametric inference for discretely observed subordinate diffusions (Q2417988) (← links)
- Consistency of Bayesian nonparametric inference for discretely observed jump diffusions (Q2419674) (← links)
- Parametric inference for discretely observed multidimensional diffusions with small diffusion coefficient (Q2434472) (← links)
- Empirical likelihood-based inference for nonparametric recurrent diffusions (Q2630085) (← links)
- On inference for partially observed nonlinear diffusion models using the Metropolis-Hastings algorithm (Q2774521) (← links)
- Estimation of stochastic volatility models by nonparametric filtering (Q2826006) (← links)
- Quantifying Model Uncertainties in Complex Systems (Q2909986) (← links)
- Parametric Inference for Discretely Sampled Stochastic Differential Equations (Q3646969) (← links)
- Strong Consistency of the Bayesian Estimator for the Ornstein–Uhlenbeck Process (Q4561944) (← links)
- Parameter estimation for certain nonstationary processes driven by <i>α</i>-stable motions (Q5079022) (← links)
- Is a Brownian Motion Skew? (Q5418629) (← links)
- Asymptotic theory for explosive fractional Ornstein-Uhlenbeck processes (Q6635577) (← links)
