Statistical estimation for reflected skew processes (Q2431005): Difference between revisions

From MaRDI portal
Added link to MaRDI item.
ReferenceBot (talk | contribs)
Changed an Item
 
(2 intermediate revisions by 2 users not shown)
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1007/s11203-010-9047-6 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2126219984 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Variably skewed Brownian motion / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3894827 / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the functional central limit theorem and the law of the iterated logarithm for Markov processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Semiparametric Estimation of a Two‐component Mixture Model where One Component is known / rank
 
Normal rank
Property / cites work
 
Property / cites work: Local time and density estimation in continuous time / rank
 
Normal rank
Property / cites work
 
Property / cites work: Dirichlet forms and symmetric Markov processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5653395 / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the constructions of the skew Brownian motion / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3472950 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3997782 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4328337 / rank
 
Normal rank

Latest revision as of 23:44, 3 July 2024

scientific article
Language Label Description Also known as
English
Statistical estimation for reflected skew processes
scientific article

    Statements

    Statistical estimation for reflected skew processes (English)
    0 references
    0 references
    0 references
    8 April 2011
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    parameter estimation
    0 references
    skew Brownian motion
    0 references
    divergence form operator
    0 references
    one-dimensional diffusion
    0 references
    local time
    0 references
    0 references