Adaptive estimation of an ergodic diffusion process based on sampled data (Q436297): Difference between revisions

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+Martingale estimation functions for discretely observed diffusion processes
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+Approximate discrete-time schemes for statistics of diffusion processes
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+Parameter estimation for discretely observed stochastic volatility models
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+LAN property for ergodic diffusions with discrete observations
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+Q4852336
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+Estimation of an Ergodic Diffusion from Discrete Observations
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+Q3330343
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+Statistical inference for ergodic diffusion processes.
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+On the Poisson equation and diffusion approximation. I
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+Asymptotic theory for non-linear least squares estimator for diffusion processes
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+Contrast-based information criterion for ergodic diffusion processes from discrete observations
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+Information criteria in model selection for mixing processes
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+Adaptive estimation of an ergodic diffusion process based on sampled data
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+Estimation for diffusion processes from discrete observation
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+Malliavin calculus and asymptotic expansion for martingales
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+Polynomial type large deviation inequalities and quasi-likelihood analysis for stochastic differential equations
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