The law of iterated logarithm for the estimations of diffusion-type processes
From MaRDI portal
Publication:2144039
DOI10.1186/s13662-020-2506-5zbMath1487.60145OpenAlexW3028597510WikidataQ126345412 ScholiaQ126345412MaRDI QIDQ2144039
Publication date: 1 June 2022
Published in: Advances in Difference Equations (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1186/s13662-020-2506-5
Central limit and other weak theorems (60F05) Continuous-time Markov processes on general state spaces (60J25) Diffusion processes (60J60) Large deviations (60F10)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Asymptotics for argmin processes: convexity arguments
- Large deviations and functional iterated logarithm law for diffusion processes
- On minimum \(L_ 1\)-norm estimate of the parameter of the Ornstein- Uhlenbeck process
- A law of the iterated logarithm for stochastic processes defined by differential equations with a small parameter
- On minimum uniform metric estimate of parameters of diffusion-type processes
- Minimum distance parameter estimation for SDEs with small \(\alpha\)-stable noises
- On penalized estimation for dynamical systems with small noise
- Strassen's law of the iterated logarithm for diffusion processes for small time
- Asymptotics for Lasso-type estimators.
- On the accurate discretization of a highly nonlinear boundary value problem
- Stochastic processes in cell biology
- Asymptotic behaviors for functionals of random dynamical systems
- Random Perturbations of Dynamical Systems
- Fractional stochastic modeling: New approach to capture more heterogeneity
- Shrinkage strategies in some multiple multi-factor dynamical systems
This page was built for publication: The law of iterated logarithm for the estimations of diffusion-type processes
