The following pages link to (Q4947392):
Displaying 50 items.
- Robust parameter estimation for the Ornstein-Uhlenbeck process (Q257449) (← links)
- A stochastic Gompertz model highlighting internal and external therapy function for tumour growth (Q295149) (← links)
- A two-stage realized volatility approach to estimation of diffusion processes with discrete data (Q302180) (← links)
- On drift parameter estimation for mean-reversion type stochastic differential equations with discrete observations (Q307401) (← links)
- Generalized moment estimation of stochastic differential equations (Q311323) (← links)
- Hypotheses testing about the drift parameter in linear stochastic differential equation driven by stable processes (Q333541) (← links)
- Maximum likelihood estimation for small noise multiscale diffusions (Q376710) (← links)
- Least squares estimators for discretely observed stochastic processes driven by small Lévy noises (Q391568) (← links)
- Goodness-of-fit test for stochastic volatility models (Q391575) (← links)
- Adaptive Bayes type estimators of ergodic diffusion processes from discrete observations (Q398577) (← links)
- Sequential maximum likelihood estimation for reflected generalized Ornstein-Uhlenbeck processes (Q449406) (← links)
- Nonparametric estimation of trend for stochastic differential equations driven by fractional Brownian motion (Q453783) (← links)
- Asymptotic properties of M-estimators in linear and nonlinear multivariate regression models (Q457054) (← links)
- The Bickel-Rosenblatt test for continuous time stochastic volatility models (Q464450) (← links)
- A Rao-blackwellized particle filter for joint parameter estimation and biomass tracking in a stochastic predator-prey system (Q465348) (← links)
- Nonparametric density estimation for functional data by delta sequences (Q467898) (← links)
- Convergence rate of weak local linearization schemes for stochastic differential equations with additive noise (Q482674) (← links)
- On maximum likelihood estimation of the drift matrix of a degenerated O-U process (Q523447) (← links)
- Two-step estimation of ergodic Lévy driven SDE (Q523453) (← links)
- Individualism in plant populations: using stochastic differential equations to model individual neighbourhood-dependent plant growth (Q615505) (← links)
- Deterministic equivalents of additive functionals of recurrent diffusions and drift estimation (Q623478) (← links)
- Drift parameter estimation in fractional diffusions driven by perturbed random walks (Q625008) (← links)
- The normal approximation rate for the drift estimator of multidimensional diffusions (Q625296) (← links)
- Test for parameter change in discretely observed diffusion processes (Q625303) (← links)
- On local linear approximations to diffusion processes (Q642240) (← links)
- Parameter estimation for fractional Ornstein-Uhlenbeck processes at discrete observation (Q646181) (← links)
- Parameter estimation for rough differential equations (Q651024) (← links)
- Fitting SDE models to nonlinear Kac-Zwanzig heat bath models (Q705659) (← links)
- Uniform rate of weak convergence of the minimum contrast estimator in the Ornstein-Uhlenbeck process (Q708780) (← links)
- Maximum likelihood estimation for reflected Ornstein-Uhlenbeck processes (Q710825) (← links)
- Nonsynchronous covariation process and limit theorems (Q719383) (← links)
- A new framework for extracting coarse-grained models from time series with multiscale structure (Q727752) (← links)
- Statistical inference for perturbed multiscale dynamical systems (Q730344) (← links)
- Conditional independence, conditional mixing and conditional association (Q730762) (← links)
- LAMN property for hidden processes: the case of integrated diffusions (Q731453) (← links)
- Least squares estimator for discretely observed Ornstein-Uhlenbeck processes with small Lévy noises (Q731952) (← links)
- Maximum likelihood drift estimation for multiscale diffusions (Q734631) (← links)
- Asymptotic behaviour of parametric estimation for nonstationary reflected Ornstein-Uhlenbeck processes (Q739497) (← links)
- Third-order asymptotic expansion of \(M\)-estimators for diffusion processes (Q841023) (← links)
- The parameters of the stochastic leaky integrate-and-fire neuronal model (Q849517) (← 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)
- A new stochastic Gompertz diffusion process with threshold parameter: computational aspects and applications (Q865510) (← links)
- Convergence rates of posterior distributions for Brownian semimartingale models (Q882885) (← links)
- Consistency of the drift parameter estimator for the discretized fractional Ornstein-Uhlenbeck process with Hurst index \(H\in(0,\frac{1}{2})\) (Q887245) (← links)
- Parametric estimation from approximate data: non-Gaussian diffusions (Q906937) (← links)
- Bayesian inference for functional response in a stochastic predator-prey system (Q932027) (← links)
- Stein estimation for the drift of Gaussian processes using the Malliavin calculus (Q955152) (← links)
- A review of the methods for signal estimation in stochastic diffusion leaky integrate-and-fire neuronal models (Q999378) (← links)
