Optimal inference for discretely observed semiparametric Ornstein-Uhlenbeck processes (Q5928938): Difference between revisions

From MaRDI portal
Importer (talk | contribs)
Created a new Item
 
Set OpenAlex properties.
 
(3 intermediate revisions by 3 users not shown)
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4277836 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4040465 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Adaptive estimation in time-series models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Efficiency of empirical estimators for Markov chains / rank
 
Normal rank
Property / cites work
 
Property / cites work: Semiparametrically Efficient Inference Based on Signs and Ranks for Median-Restricted Models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4879539 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Some mixing properties of time series models / rank
 
Normal rank
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1016/s0378-3758(00)00185-3 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2041122779 / rank
 
Normal rank
links / mardi / namelinks / mardi / name
 

Latest revision as of 10:22, 30 July 2024

scientific article; zbMATH DE number 1587764
Language Label Description Also known as
English
Optimal inference for discretely observed semiparametric Ornstein-Uhlenbeck processes
scientific article; zbMATH DE number 1587764

    Statements

    Optimal inference for discretely observed semiparametric Ornstein-Uhlenbeck processes (English)
    0 references
    0 references
    0 references
    0 references
    30 July 2001
    0 references
    0 references
    0 references
    0 references
    0 references
    Ornstein-Uhlenbeck process
    0 references
    semiparametric time-series
    0 references
    0 references