Pages that link to "Item:Q311984"

The following pages link to Spectral estimation for diffusions with random sampling times (Q311984):

Displaying 13 items.

• Efficient estimation for diffusions sampled at high frequency over a fixed time interval (Q527471) (← links)
• Reconstruction of diffusion using spectral data from time series (Q864092) (← links)
• Spectral methods for identifying scalar diffusions (Q1298435) (← links)
• Spectral estimation of continuous-time stationary processes from random sampling (Q1336985) (← links)
• Low-rank diffusion matrix estimation for high-dimensional time-changed Lévy processes (Q1621717) (← links)
• Nonparametric volatility estimation in scalar diffusions: optimality across observation frequencies (Q1708989) (← links)
• Adaptive invariant density estimation for ergodic diffusions over anisotropic classes (Q1990588) (← links)
• Spectral thresholding for the estimation of Markov chain transition operators (Q2074325) (← links)
• Adaptive confidence bands for Markov chains and diffusions: Estimating the invariant measure and the drift (Q2954245) (← links)
• A Non-Parametric Estimator of the Spectral Density of a Continuous-Time Gaussian Process Observed at Random Times (Q3103134) (← links)
• (Q3597767) (← links)
• The Effects of Random and Discrete Sampling when Estimating Continuous-Time Diffusions (Q5472962) (← links)
• Inheritance of strong mixing and weak dependence under renewal sampling (Q6159621) (← links)