Pages that link to "Item:Q4918493"
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The following pages link to Estimation for misspecified ergodic diffusion processes from discrete observations (Q4918493):
Displayed 17 items.
- AIC type statistics for discretely observed ergodic diffusion processes (Q466057) (← links)
- Prediction-based estimation for diffusion models with high-frequency data (Q825345) (← links)
- Hybrid estimators for stochastic differential equations from reduced data (Q1656855) (← links)
- Adaptive estimation for degenerate diffusion processes (Q2044342) (← links)
- Consistent estimation of drift parameter in diffusion model with misspecified volatility function (Q2126157) (← links)
- Adaptive tests for parameter changes in ergodic diffusion processes from discrete observations (Q2144201) (← links)
- Misspecified diffusion models with high-frequency observations and an application to neural networks (Q2239259) (← links)
- Statistical inference for misspecified ergodic Lévy driven stochastic differential equation models (Q2274269) (← links)
- Data driven time scale in Gaussian quasi-likelihood inference (Q2330960) (← links)
- Jarque-Bera normality test for the driving Lévy process of a discretely observed univariate SDE (Q2430997) (← links)
- Asymptotics for functionals of self-normalized residuals of discretely observed stochastic processes (Q2447652) (← links)
- Adaptive test statistics for ergodic diffusion processes sampled at discrete times (Q2453614) (← links)
- Change point inference in ergodic diffusion processes based on high frequency data (Q2689889) (← links)
- (Q5011285) (← links)
- (Q5879927) (← links)
- Least squares estimation for discretely observed Ornstein–Uhlenbeck process driven by small stable noises (Q6107603) (← links)
- Bootstrap method for misspecified ergodic Lévy driven stochastic differential equation models (Q6173727) (← links)