Estimation for the invariant law of an ergodic diffusion process based on high-frequency data (Q3106432): Difference between revisions

From MaRDI portal
Set OpenAlex properties.
ReferenceBot (talk | contribs)
Changed an Item
 
Property / cites work
 
Property / cites work: Optimal sampling for density estimation in continuous time / rank
 
Normal rank
Property / cites work
 
Property / cites work: Nonparametric statistics for stochastic processes. Estimation and prediction. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Inference and Prediction in Large Dimensions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Représentation autorégressive de l'opérateur de covariance empirique d'un ARH(1). Applications / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimation of an Ergodic Diffusion from Discrete Observations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Efficient density estimation for ergodic diffusion processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Statistical inference for ergodic diffusion processes. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stationary distribution function estimation for ergodic diffusion process / rank
 
Normal rank
Property / cites work
 
Property / cites work: On efficient estimation of invariant density for ergodic diffusion processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3763296 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Weak convergence and empirical processes. With applications to statistics / rank
 
Normal rank
Property / cites work
 
Property / cites work: Donsker theorems for diffusions: necessary and sufficient conditions / rank
 
Normal rank

Latest revision as of 19:15, 4 July 2024

scientific article
Language Label Description Also known as
English
Estimation for the invariant law of an ergodic diffusion process based on high-frequency data
scientific article

    Statements

    Estimation for the invariant law of an ergodic diffusion process based on high-frequency data (English)
    0 references
    0 references
    21 December 2011
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    ergodic diffusion
    0 references
    invariant law
    0 references
    weak convergence
    0 references
    asymptotic efficiency
    0 references
    0 references