Adaptive test statistics for ergodic diffusion processes sampled at discrete times (Q2453614): Difference between revisions

From MaRDI portal
Import240304020342 (talk | contribs)
Set profile property.
ReferenceBot (talk | contribs)
Changed an Item
 
(One intermediate revision by one other user not shown)
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1016/j.jspi.2014.03.003 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2070175022 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Martingale estimation functions for discretely observed diffusion processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: ADAPTIVE LASSO-TYPE ESTIMATION FOR MULTIVARIATE DIFFUSION PROCESSES / rank
 
Normal rank
Property / cites work
 
Property / cites work: On a family of test statistics for discretely observed diffusion processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Approximate discrete-time schemes for statistics of diffusion processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the estimation of the diffusion coefficient for multi-dimensional diffusion processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: LAN property for ergodic diffusions with discrete observations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Simulation and inference for stochastic differential equations. With R examples. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4852336 / 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: Adaptive test statistics for ergodic diffusion processes sampled at discrete times / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3330343 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Statistical inference for ergodic diffusion processes. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4230740 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5392874 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asymptotic theory for non-linear least squares estimator for diffusion processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4206261 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4840210 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Contrast-based information criterion for ergodic diffusion processes from discrete observations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimation for misspecified ergodic diffusion processes from discrete observations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Adaptive estimation of an ergodic diffusion process based on sampled data / rank
 
Normal rank
Property / cites work
 
Property / cites work: Quasi likelihood analysis of volatility and nondegeneracy of statistical random field / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimation for diffusion processes from discrete observation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Polynomial type large deviation inequalities and quasi-likelihood analysis for stochastic differential equations / rank
 
Normal rank

Latest revision as of 14:11, 8 July 2024

scientific article
Language Label Description Also known as
English
Adaptive test statistics for ergodic diffusion processes sampled at discrete times
scientific article

    Statements

    Adaptive test statistics for ergodic diffusion processes sampled at discrete times (English)
    0 references
    0 references
    0 references
    10 June 2014
    0 references
    consistent tests
    0 references
    discrete time observations
    0 references
    likelihood ratio test
    0 references
    maximum likelihood type estimator
    0 references
    Rao's score test
    0 references
    stochastic differential equations
    0 references
    Wald test
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers