Local asymptotic mixed normality for discretely observed non-recurrent Ornstein-Uhlenbeck processes (Q421403): Difference between revisions

@@ Property / DOI @@
-.1007/s10463-010-0307-4
@@ Property / DOI: 10.1007/s10463-010-0307-4 / rank @@
-Normal rank
@@ 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/s10463-010-0307-4
+Normal rank
@@ Property / OpenAlex ID @@
+W1972992784
@@ Property / OpenAlex ID: W1972992784 / rank @@
+Normal rank
@@ Property / cites work @@
+On mixing and stability of limit theorems
@@ Property / cites work: On mixing and stability of limit theorems / rank @@
+Normal rank
@@ Property / cites work @@
+On Asymptotic Distributions of Estimates of Parameters of Stochastic Difference Equations
+Normal rank
@@ Property / cites work @@
+Asymptotic optimal inference for non-ergodic models
+Normal rank
@@ Property / cites work @@
+Parameter estimation for some non-recurrent solutions of SDE
+Normal rank
@@ Property / cites work @@
+Maximum likelihood estimation for continuous-time stochastic processes
+Normal rank
@@ Property / cites work @@
+Some comments concerning a curious singularity
@@ Property / cites work: Some comments concerning a curious singularity / rank @@
+Normal rank
@@ Property / cites work @@
+LAN property for ergodic diffusions with discrete observations
+Normal rank
@@ Property / cites work @@
+Q3911791
@@ Property / cites work: Q3911791 / rank @@
+Normal rank
@@ Property / cites work @@
+Parametric inference for discretely observed non-ergodic diffusions
+Normal rank
@@ Property / cites work @@
+Q3707110
@@ Property / cites work: Q3707110 / rank @@
+Normal rank
@@ Property / cites work @@
+The consistency of a nonlinear least squares estimator from diffusion processes
+Normal rank
@@ Property / cites work @@
+Parameter estimation by deterministic approximation of a solution of a stochastic differential equation
+Normal rank
@@ Property / cites work @@
+Estimation of an Ergodic Diffusion from Discrete Observations
+Normal rank
@@ Property / cites work @@
+Statistical inference for ergodic diffusion processes.
+Normal rank
@@ Property / cites work @@
+Local asymptotic mixed normality for semimartingale experiments
+Normal rank
@@ Property / cites work @@
+Towards a unified asymptotic theory for autoregression
+Normal rank
@@ Property / cites work @@
+Q4264747
@@ Property / cites work: Q4264747 / rank @@
+Normal rank
@@ Property / cites work @@
+Notes on drift estimation for certain non-recurrent diffusion processes from sampled data
+Normal rank
@@ Property / cites work @@
+Maximum probability estimators and related topics
@@ Property / cites work: Maximum probability estimators and related topics / rank @@
+Normal rank
@@ Property / DOI @@
+.1007/S10463-010-0307-4
@@ Property / DOI: 10.1007/S10463-010-0307-4 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:421403