Second-order continuous-time non-stationary Gaussian autoregression (Q2450913): Difference between revisions

@@ Property / OpenAlex ID @@
+W1977162131
@@ Property / OpenAlex ID: W1977162131 / rank @@
+Normal rank
@@ Property / arXiv ID @@
+.1379
@@ Property / arXiv ID: 1206.1379 / rank @@
+Normal rank
@@ Property / cites work @@
+Linear stochastic systems with constant coefficients. A statistical approach
+Normal rank
@@ Property / cites work @@
+Asymptotic properties of an estimator of the drift coefficients of multidimensional Ornstein-Uhlenbeck processes that are not necessarily stable
+Normal rank
@@ Property / cites work @@
+Asymptotic optimal inference for non-ergodic models
+Normal rank
@@ Property / cites work @@
+Q5434010
@@ Property / cites work: Q5434010 / rank @@
+Normal rank
@@ Property / cites work @@
+Limiting distributions of least squares estimates of unstable autoregressive processes
+Normal rank
@@ Property / cites work @@
+Maximum likelihood estimation for continuous-time stochastic processes
+Normal rank
@@ Property / cites work @@
+Asymptotic minimax results for stochastic process families with critical points
+Normal rank
@@ Property / cites work @@
+Q3920437
@@ Property / cites work: Q3920437 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4778955
@@ Property / cites work: Q4778955 / rank @@
+Normal rank
@@ Property / cites work @@
+Estimation of parameters of linear homogeneous stochastic differential equations
+Normal rank
@@ Property / cites work @@
+Statistical inference for ergodic diffusion processes.
+Normal rank
@@ Property / cites work @@
+Asymptotics in statistics. Some basic concepts.
@@ Property / cites work: Asymptotics in statistics. Some basic concepts. / rank @@
+Normal rank
@@ Property / cites work @@
+Q2787471
@@ Property / cites work: Q2787471 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3995465
@@ Property / cites work: Q3995465 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4522393
@@ Property / cites work: Q4522393 / rank @@
+Normal rank
@@ Property / cites work @@
+Local asymptotic mixed normality for semimartingale experiments
+Normal rank