Pages that link to "Item:Q1656845"
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The following pages link to Efficient estimation of stable Lévy process with symmetric jumps (Q1656845):
Displaying 14 items.
- Penalising symmetric stable Lévy paths (Q841225) (← links)
- Non-Gaussian quasi-likelihood estimation of SDE driven by locally stable Lévy process (Q1730944) (← links)
- Joint estimation for SDE driven by locally stable Lévy processes (Q2192325) (← links)
- Rate-optimal estimation of the Blumenthal-Getoor index of a Lévy process (Q2215954) (← links)
- Nonparametric inference on Lévy measures of compound Poisson-driven Ornstein-Uhlenbeck processes under macroscopic discrete observations (Q2316609) (← links)
- Nonparametric Gaussian inference for stable processes (Q2330965) (← links)
- Fisher's Information for Discretely Sampled Lvy Processes (Q3521267) (← links)
- One-step estimation for the fractional Gaussian noise at high-frequency (Q5140345) (← links)
- One-step closed-form estimator for generalized linear model with categorical explanatory variables (Q6089195) (← links)
- Fast and asymptotically efficient estimation in the Hawkes processes (Q6134372) (← links)
- Asymptotically efficient estimation of ergodic rough fractional Ornstein-Uhlenbeck process under continuous observations (Q6155088) (← links)
- Optimal stable Ornstein-Uhlenbeck regression (Q6176241) (← links)
- Fast and asymptotically-efficient estimation in an autoregressive process with fractional type noise (Q6556772) (← links)
- Estimation of a pure-jump stable Cox-Ingersoll-Ross process (Q6632614) (← links)
