Pages that link to "Item:Q4352094"

The following pages link to Estimation of an Ergodic Diffusion from Discrete Observations (Q4352094):

Displaying 50 items.

• Polynomial type large deviation inequalities and quasi-likelihood analysis for stochastic differential equations (Q261826) (← links)
• Maximum likelihood type estimation for discretely observed CIR model with small \(\alpha\)-stable noises (Q342738) (← links)
• Nonparametric estimation of a renewal reward process from discrete data (Q359390) (← links)
• Maximum-likelihood estimation for diffusion processes via closed-form density expansions (Q366977) (← links)
• Convergence of Gaussian quasi-likelihood random fields for ergodic Lévy driven SDE observed at high frequency (Q367001) (← links)
• On a family of test statistics for discretely observed diffusion processes (Q391894) (← links)
• Adaptive Bayes type estimators of ergodic diffusion processes from discrete observations (Q398577) (← links)
• 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)
• 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)
• AIC type statistics for discretely observed ergodic diffusion processes (Q466057) (← links)
• Two-step estimation of ergodic Lévy driven SDE (Q523453) (← links)
• Efficient minimum distance estimation with multiple rates of convergence (Q528052) (← links)
• A quasi-maximum likelihood method for estimating the parameters of multivariate diffusions (Q528126) (← links)
• Test for parameter change in discretely observed diffusion processes (Q625303) (← links)
• Nonsynchronous covariation process and limit theorems (Q719383) (← links)
• Second-order asymptotic expansion for a non-synchronous covariation estimator (Q720740) (← 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)
• 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)
• Prediction-based estimation for diffusion models with high-frequency data (Q825345) (← links)
• Parametric estimation for a parabolic linear SPDE model based on discrete observations (Q826976) (← links)
• \(M\)-estimation for discretely observed ergodic diffusion processes with infinitely many jumps (Q849861) (← links)
• Estimation of parameters for diffusion processes with jumps from discrete observations (Q849862) (← links)
• Parametric inference for discretely observed non-ergodic diffusions (Q850751) (← links)
• Intraday empirical analysis and modeling of diversified world stock indices (Q853868) (← links)
• Inference methods for discretely observed continuous-time stochastic volatility models: A commented overview (Q862564) (← links)
• Efficient pointwise estimation based on discrete data in ergodic nonparametric diffusions (Q888494) (← links)
• Variation-based tests for volatility misspecification (Q898596) (← links)
• Contrast-based information criterion for ergodic diffusion processes from discrete observations (Q904080) (← links)
• Approximate martingale estimating functions for stochastic differential equations with small noises (Q947158) (← links)
• A genetic estimation algorithm for parameters of stochastic ordinary differential equations (Q957005) (← links)
• Divergences test statistics for discretely observed diffusion processes (Q963864) (← links)
• Estimation for stochastic differential equations with a small diffusion coefficient (Q1009661) (← links)
• Nonparametric adaptive estimation for integrated diffusions (Q1009666) (← links)
• Parametric estimation for partially hidden diffusion processes sampled at discrete times (Q1016630) (← links)
• Asymptotic theory of semiparametric \(Z\)-estimators for stochastic processes with applications to ergodic diffusions and time series (Q1043751) (← links)
• On cusp estimation of ergodic diffusion process (Q1410582) (← links)
• A review of asymptotic theory of estimating functions (Q1656854) (← links)
• Hybrid estimators for stochastic differential equations from reduced data (Q1656855) (← links)
• Efficient computation of the quasi likelihood function for discretely observed diffusion processes (Q1659017) (← links)
• Moment convergence in regularized estimation under multiple and mixed-rates asymptotics (Q1678536) (← links)
• Moment convergence of \(Z\)-estimators (Q1687328) (← links)
• Non-Gaussian quasi-likelihood estimation of SDE driven by locally stable Lévy process (Q1730944) (← links)
• A new delta expansion for multivariate diffusions via the Itô-Taylor expansion (Q1740295) (← links)
• Nonparametric estimation of scalar diffusions based on low frequency data (Q1766134) (← links)
• Parameter estimation in a stochastic model of the tubuloglomerular feedback mechanism in a rat nephron (Q1781623) (← links)
• A closed-form expansion approach for pricing discretely monitored variance swaps (Q1785402) (← links)