Pages that link to "Item:Q261826"
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The following pages link to Polynomial type large deviation inequalities and quasi-likelihood analysis for stochastic differential equations (Q261826):
Displayed 50 items.
- 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)
- Adaptive estimation of an ergodic diffusion process based on sampled data (Q436297) (← links)
- AIC type statistics for discretely observed ergodic diffusion processes (Q466057) (← links)
- Quasi-likelihood analysis for nonsynchronously observed diffusion processes (Q740191) (← links)
- Estimation for the change point of volatility in a stochastic differential equation (Q765890) (← links)
- Parametric estimation for a parabolic linear SPDE model based on discrete observations (Q826976) (← links)
- Penalized least squares approximation methods and their applications to stochastic processes (Q830256) (← links)
- Local asymptotic mixed normality property for nonsynchronously observed diffusion processes (Q888473) (← links)
- Variation-based tests for volatility misspecification (Q898596) (← links)
- A review of asymptotic theory of estimating functions (Q1656854) (← links)
- Hybrid estimators for stochastic differential equations from reduced data (Q1656855) (← links)
- Moment convergence in regularized estimation under multiple and mixed-rates asymptotics (Q1678536) (← links)
- Moment convergence of regularized least-squares estimator for linear regression model (Q1680803) (← links)
- Moment convergence of \(Z\)-estimators (Q1687328) (← links)
- Parametric inference for nonsynchronously observed diffusion processes in the presence of market microstructure noise (Q1750086) (← links)
- Statistical inference for the doubly stochastic self-exciting process (Q1750090) (← links)
- Hybrid estimators for small diffusion processes based on reduced data (Q1785794) (← links)
- Approximate self-weighted LAD estimation of discretely observed ergodic Ornstein-Uhlenbeck processes (Q1952068) (← links)
- Hybrid estimation for ergodic diffusion processes based on noisy discrete observations (Q1984651) (← links)
- Global jump filters and quasi-likelihood analysis for volatility (Q2042527) (← links)
- Adaptive estimation for degenerate diffusion processes (Q2044342) (← links)
- Quasi-likelihood analysis and Bayes-type estimators of an ergodic diffusion plus noise (Q2046480) (← links)
- Adaptive testing method for ergodic diffusion processes based on high frequency data (Q2059448) (← links)
- Wasserstein distance error bounds for the multivariate normal approximation of the maximum likelihood estimator (Q2074310) (← links)
- Quasi-likelihood analysis and its applications (Q2137733) (← links)
- Quasi-likelihood analysis for marked point processes and application to marked Hawkes processes (Q2144192) (← links)
- Adaptive tests for parameter changes in ergodic diffusion processes from discrete observations (Q2144201) (← links)
- Marked point processes and intensity ratios for limit order book modeling (Q2166017) (← links)
- An M-estimator for stochastic differential equations driven by fractional Brownian motion with small Hurst parameter (Q2194051) (← links)
- Regularized bridge-type estimation with multiple penalties (Q2230875) (← links)
- Statistical inference for misspecified ergodic Lévy driven stochastic differential equation models (Q2274269) (← links)
- Empirical \(L^2\)-distance test statistics for ergodic diffusions (Q2316339) (← links)
- On the asymptotic properties of Bayes-type estimators with general loss functions (Q2317246) (← links)
- Adaptive test for ergodic diffusions plus noise (Q2317323) (← links)
- Partial quasi-likelihood analysis (Q2329845) (← links)
- Data driven time scale in Gaussian quasi-likelihood inference (Q2330960) (← links)
- The Dantzig selector for a linear model of diffusion processes (Q2330962) (← links)
- Hybrid multi-step estimators for stochastic differential equations based on sampled data (Q2350913) (← links)
- Statistical inference for ergodic point processes and application to limit order book (Q2359704) (← links)
- AIC for the non-concave penalized likelihood method (Q2414941) (← links)
- Asymptotics for functionals of self-normalized residuals of discretely observed stochastic processes (Q2447652) (← 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)
- Sparse estimation for generalized exponential marked Hawkes process (Q2694805) (← links)
- Model Selection for Volatility Prediction (Q2956059) (← links)
- (Q5011285) (← links)
- Finite Mixture Approximation of CARMA(p,q) Models (Q5013835) (← links)
- Parameter estimation of stochastic differential equation driven by small fractional noise (Q5095847) (← links)