The following pages link to (Q4206261):
Displaying 43 items.
- Polynomial type large deviation inequalities and quasi-likelihood analysis for stochastic differential equations (Q261826) (← links)
- Asymptotic normality of discretized maximum likelihood estimator for drift parameter in homogeneous diffusion model (Q340755) (← links)
- Adaptive Bayes type estimators of ergodic diffusion processes from discrete observations (Q398577) (← links)
- A contrast estimator for completely or partially observed hypoelliptic diffusion (Q432498) (← links)
- Adaptive estimation of an ergodic diffusion process based on sampled data (Q436297) (← links)
- Nonsynchronous covariation process and limit theorems (Q719383) (← links)
- Second-order asymptotic expansion for a non-synchronous covariation estimator (Q720740) (← links)
- Realized Laplace transforms for estimation of jump diffusive volatility models (Q738034) (← links)
- Quasi-likelihood analysis for nonsynchronously observed diffusion processes (Q740191) (← links)
- Approximation of transition densities of stochastic differential equations by saddlepoint methods applied to small-time Ito-Taylor sample-path expansions (Q746199) (← links)
- Parametric estimation for a parabolic linear SPDE model based on discrete observations (Q826976) (← links)
- Contrast-based information criterion for ergodic diffusion processes from discrete observations (Q904080) (← links)
- Parametric estimation for partially hidden diffusion processes sampled at discrete times (Q1016630) (← links)
- Approximations and time-discretization in testing one-sided hypotheses for the mean of a Gaussian process (Q1185338) (← links)
- Weighted least squares estimates in linear regression models for processes with uncorrelated increments (Q1374641) (← links)
- Hybrid estimators for stochastic differential equations from reduced data (Q1656855) (← links)
- Asymptotic nonequivalence of GARCH models and diffusions (Q1848957) (← links)
- Global jump filters and quasi-likelihood analysis for volatility (Q2042527) (← links)
- Adaptive estimation for degenerate diffusion processes (Q2044342) (← links)
- Quasi-likelihood analysis and its applications (Q2137733) (← links)
- Hybrid multi-step estimators for stochastic differential equations based on sampled data (Q2350913) (← links)
- Berry-Esseen bounds for the least squares estimator for discretely observed fractional Ornstein-Uhlenbeck processes (Q2435765) (← links)
- Quasi likelihood analysis of volatility and nondegeneracy of statistical random field (Q2447656) (← links)
- Adaptive test statistics for ergodic diffusion processes sampled at discrete times (Q2453614) (← links)
- Estimation in multiple linear regression Berkson model for processes with uncorrelated incre\-ments (Q2474370) (← links)
- On the statistical properties of a stationary process sampled by a stationary point process (Q2479342) (← links)
- Inference in stochastic processes (Q2734961) (← links)
- Stochastic Processes - Inference Theory (Q2932597) (← links)
- Statistical Inference for Student Diffusion Process (Q3068099) (← links)
- (Q3813099) (← links)
- (Q4053556) (← links)
- Statistical Inference Based on Randomly Generated Auxiliary Variables (Q4603813) (← links)
- Estimation for discretely observed diffusions using transform functions (Q4822454) (← links)
- Sampling Strategies for Data-Driven Inference of Input–Output System Properties (Q4990160) (← links)
- (Q5753419) (← links)
- Le Cam-Stratonovich-Boole theory for Itô diffusions (Q6112114) (← links)
- Non-reversible guided Metropolis kernel (Q6116753) (← links)
- Inheritance of strong mixing and weak dependence under renewal sampling (Q6159621) (← links)
- Adaptive inference for small diffusion processes based on sampled data (Q6169614) (← links)
- Unsupervised learning of observation functions in state space models by nonparametric moment methods (Q6194475) (← links)
- Non-adaptive estimation for degenerate diffusion processes (Q6545141) (← links)
- Parameter estimation with increased precision for elliptic and hypo-elliptic diffusions (Q6632608) (← links)
- Asymptotic normality of estimators for all parameters in the Vasicek model by discrete observations (Q6633972) (← links)
