Efficient estimators for functionals of Markov chains with parametric marginals. (Q1427720): Difference between revisions

From MaRDI portal
Added link to MaRDI item.
Import241208061232 (talk | contribs)
Normalize DOI.
 
(5 intermediate revisions by 4 users not shown)
Property / DOI
 
Property / DOI: 10.1016/j.spl.2003.10.022 / rank
Normal rank
 
Property / author
 
Property / author: Spiridon I. Penev / rank
Normal rank
 
Property / author
 
Property / author: Spiridon I. Penev / rank
 
Normal rank
Property / MaRDI profile type
 
Property / MaRDI profile type: Publication / rank
 
Normal rank
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1016/j.spl.2003.10.022 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2031105374 / 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: Q4396365 / rank
 
Normal rank
Property / cites work
 
Property / cites work: A hyperbolic diffusion model for stock prices / rank
 
Normal rank
Property / cites work
 
Property / cites work: Simplified Estimating Functions for Diffusion Models with a High‐dimensional Parameter / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4279798 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q2770351 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Efficient estimation of linear functionals of a probability measure \(P\) with known marginal distributions / rank
 
Normal rank
Property / cites work
 
Property / cites work: On a Least Squares Adjustment of a Sampled Frequency Table When the Expected Marginal Totals are Known / rank
 
Normal rank
Property / cites work
 
Property / cites work: Hoeffding's inequality for uniformly ergodic Markov chains / 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: Reversible Markov chains and optimality of symmetrized empirical estimators / rank
 
Normal rank
Property / cites work
 
Property / cites work: Simple and Explicit Estimating Functions for a Discretely Observed Diffusion Process / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimating equations based on eigenfunctions for a discretely observed diffusion process / rank
 
Normal rank
Property / cites work
 
Property / cites work: On time-reversibility and estimating functions for Markov processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: The information in the marginal law of a Markov chain / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4834284 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Consistency and asymptotic normality of an approximate maximum likelihood estimator for discretely observed diffusion processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3197153 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Efficient estimation of the stationary distribution for exponentially ergodic Markov chains / rank
 
Normal rank
Property / cites work
 
Property / cites work: On efficient estimation of linear functionals of a bivariate distribution with known marginals. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimation of linear functionals of bivariate distributions with parametric marginals / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4215579 / rank
 
Normal rank
Property / DOI
 
Property / DOI: 10.1016/J.SPL.2003.10.022 / rank
 
Normal rank

Latest revision as of 21:09, 10 December 2024

scientific article
Language Label Description Also known as
English
Efficient estimators for functionals of Markov chains with parametric marginals.
scientific article

    Statements

    Efficient estimators for functionals of Markov chains with parametric marginals. (English)
    0 references
    0 references
    0 references
    0 references
    0 references
    14 March 2004
    0 references
    Least-squares estimator
    0 references
    Series estimator
    0 references
    Orthonormal basis
    0 references
    influence function
    0 references
    Reversible Markov chain
    0 references
    Discretely observed diffusion
    0 references
    Constrained model
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers