Polynomial type large deviation inequalities and quasi-likelihood analysis for stochastic differential equations (Q261826): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1007/s10463-009-0263-z
+Normal rank
@@ Property / OpenAlex ID @@
+W2171113951
@@ Property / OpenAlex ID: W2171113951 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4073917
@@ Property / cites work: Q4073917 / rank @@
+Normal rank
@@ Property / cites work @@
+Stratonovich calculus with spatial parameters and anticipative problems in multiplicative ergodic theory
+Normal rank
@@ Property / cites work @@
+Q3894827
@@ Property / cites work: Q3894827 / rank @@
+Normal rank
@@ Property / cites work @@
+Mixing: Properties and examples
@@ Property / cites work: Mixing: Properties and examples / rank @@
+Normal rank
@@ Property / cites work @@
+Q2778406
@@ Property / cites work: Q2778406 / rank @@
+Normal rank
@@ Property / cites work @@
+Estimation of an Ergodic Diffusion from Discrete Observations
+Normal rank
@@ Property / cites work @@
+Malliavin calculus, geometric mixing, and expansion of diffusion functionals
+Normal rank
@@ Property / cites work @@
+Q3330343
@@ Property / cites work: Q3330343 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4841576
@@ Property / cites work: Q4841576 / rank @@
+Normal rank
@@ Property / cites work @@
+Statistical inference for spatial Poisson processes
+Normal rank
@@ Property / cites work @@
+Statistical inference for ergodic diffusion processes.
+Normal rank
@@ Property / cites work @@
+Stability of Markovian processes I: criteria for discrete-time Chains
+Normal rank
@@ Property / cites work @@
+Stability of Markovian processes II: continuous-time processes and sampled chains
+Normal rank
@@ Property / cites work @@
+Stability of Markovian processes III: Foster–Lyapunov criteria for continuous-time processes
+Normal rank
@@ Property / cites work @@
+Asymptotic theory for non-linear least squares estimator for diffusion processes
+Normal rank
@@ Property / cites work @@
+Q4206261
@@ Property / cites work: Q4206261 / rank @@
+Normal rank
@@ Property / cites work @@
+Asymptotic expansion formulas for functionals of \(\varepsilon\)-Markov processes with a mixing property
+Normal rank
@@ Property / cites work @@
+Estimation of parameters for diffusion processes with jumps from discrete observations
+Normal rank
@@ Property / cites work @@
+Information criteria in model selection for mixing processes
+Normal rank
@@ Property / cites work @@
+Q4543597
@@ Property / cites work: Q4543597 / rank @@
+Normal rank
@@ Property / cites work @@
+Bounds for the Mixing Rate in the Theory of Stochastic Equations
+Normal rank
@@ Property / cites work @@
+On polynomial mixing bounds for stochastic differential equations
+Normal rank
@@ Property / cites work @@
+Q3979227
@@ Property / cites work: Q3979227 / rank @@
+Normal rank
@@ Property / cites work @@
+Asymptotic behavior of M-estimator and related random field for diffusion process
+Normal rank
@@ Property / cites work @@
+Asymptotic expansions of maximum likelihood estimators for small diffusions via the theory of Malliavin-Watanabe
+Normal rank
@@ Property / cites work @@
+Estimation for diffusion processes from discrete observation
+Normal rank
@@ Property / cites work @@
+Asymptotic expansions of Bayes estimators for small diffusions
+Normal rank
@@ Property / cites work @@
+Malliavin calculus and asymptotic expansion for martingales
+Normal rank
@@ Property / cites work @@
+Partial mixing and Edgeworth expansion
@@ Property / cites work: Partial mixing and Edgeworth expansion / rank @@
+Normal rank