Parameter estimation of Ornstein-Uhlenbeck process generating a stochastic graph (Q2412763): Difference between revisions

@@ Property / DOI @@
-.1007/s11203-016-9142-4
@@ Property / DOI: 10.1007/s11203-016-9142-4 / 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/s11203-016-9142-4
+Normal rank
@@ Property / OpenAlex ID @@
+W2472378004
@@ Property / OpenAlex ID: W2472378004 / rank @@
+Normal rank
@@ Property / cites work @@
+Estimators of diffusions with randomly spaced discrete observations: a general theory
+Normal rank
@@ Property / cites work @@
+Estimation for diffusion processes from discrete observation
+Normal rank
@@ Property / cites work @@
+Mean field games and systemic risk
@@ Property / cites work: Mean field games and systemic risk / rank @@
+Normal rank
@@ Property / cites work @@
+Stability in a Model of Interbank Lending
@@ Property / cites work: Stability in a Model of Interbank Lending / rank @@
+Normal rank
@@ Property / cites work @@
+Q3721514
@@ Property / cites work: Q3721514 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3026093
@@ Property / cites work: Q3026093 / rank @@
+Normal rank
@@ Property / cites work @@
+Approximate discrete-time schemes for statistics of diffusion processes
+Normal rank
@@ Property / cites work @@
+Statistics on crossings of discretized diffusions and local time
+Normal rank
@@ Property / cites work @@
+On the estimation of the diffusion coefficient for multi-dimensional diffusion processes
+Normal rank
@@ Property / cites work @@
+LAN property for ergodic diffusions with discrete observations
+Normal rank
@@ Property / cites work @@
+Parametric estimation for partially hidden diffusion processes sampled at discrete times
+Normal rank
@@ Property / cites work @@
+Gaussian Hilbert Spaces
@@ Property / cites work: Gaussian Hilbert Spaces / rank @@
+Normal rank
@@ Property / cites work @@
+Estimation of an Ergodic Diffusion from Discrete Observations
+Normal rank
@@ Property / cites work @@
+Correlation inequalities and applications to vector-valued Gaussian random variables and fractional Brownian motion
+Normal rank
@@ Property / cites work @@
+Q3266686
@@ Property / cites work: Q3266686 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4002114
@@ Property / cites work: Q4002114 / rank @@
+Normal rank
@@ Property / cites work @@
+Statistical inference for ergodic diffusion processes.
+Normal rank
@@ Property / cites work @@
+Stochastic Kronecker Graphs
@@ Property / cites work: Stochastic Kronecker Graphs / rank @@
+Normal rank
@@ Property / cites work @@
+Q3763296
@@ Property / cites work: Q3763296 / rank @@
+Normal rank
@@ Property / cites work @@
+A multivariate central limit theorem for continuous local martingales
+Normal rank
@@ Property / DOI @@
+.1007/S11203-016-9142-4
@@ Property / DOI: 10.1007/S11203-016-9142-4 / rank @@
+Normal rank