Pages that link to "Item:Q1810758"
From MaRDI portal
The following pages link to On a problem of statistical inference in null recurrent diffusions (Q1810758):
Displaying 21 items.
- Asymptotics for recurrent diffusions with application to high frequency regression (Q341886) (← links)
- Estimation of parameters for discretely observed diffusion processes with a variety of rates for information (Q421429) (← links)
- Deterministic equivalents of additive functionals of recurrent diffusions and drift estimation (Q623478) (← links)
- Parametric estimation for non recurrent diffusion processes (Q722665) (← links)
- Uniform deterministic equivalent of additive functionals and non-parametric drift estimation for one-dimensional recurrent diffusions (Q731698) (← links)
- On invariant distribution function estimation for continuous-time stationary processes (Q817978) (← links)
- Convergence rates of posterior distributions for Brownian semimartingale models (Q882885) (← links)
- On Nummelin splitting for continuous time Harris recurrent Markov processes and application to kernel estimation for multi-dimensional diffusions (Q936393) (← links)
- Statistical inference for reciprocal gamma diffusion process (Q1036702) (← links)
- Asymptotic statistical inference for a stochastic heat flow problem (Q1074277) (← links)
- Asymptotic equivalence for a null recurrent diffusion (Q1611498) (← links)
- LAMN in a class of parametric models for null recurrent diffusions (Q1656853) (← links)
- Random coefficient continuous systems: testing for extreme sample path behavior (Q1740293) (← links)
- Estimation of longrun variance of continuous time stochastic process using discrete sample (Q2000826) (← links)
- LAMN property for multivariate inhomogeneous diffusions with discrete observations (Q2168085) (← links)
- The law of iterated logarithm for additive functionals and martingale additive functionals of Harris recurrent Markov processes (Q2389232) (← 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)
- Empirical likelihood-based inference for nonparametric recurrent diffusions (Q2630085) (← links)
- On independent statistical decision problems and products of diffusions (Q3319532) (← links)
- Bandwidth selection and asymptotic properties of local nonparametric estimators in possibly nonstationary continuous-time models (Q5964754) (← links)
