Parameter maximum likelihood estimation problem for time periodic modulated drift Ornstein Uhlenbeck processes (Q2339216): 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/s11203-014-9104-7
+Normal rank
@@ Property / OpenAlex ID @@
+W2007830868
@@ Property / OpenAlex ID: W2007830868 / rank @@
+Normal rank
@@ Property / cites work @@
+Asymptotic behavior of maximum likelihood estimator for time inhomogeneous diffusion processes
+Normal rank
@@ Property / cites work @@
+Parameter estimation in stochastic differential equations.
+Normal rank
@@ Property / cites work @@
+Asymptotic optimal inference for non-ergodic models
+Normal rank
@@ Property / cites work @@
+Asymptotic likelihood theory for diffusion processes
+Normal rank
@@ Property / cites work @@
+Asymptotic velocity of one dimensional diffusions with periodic drift
+Normal rank
@@ Property / cites work @@
+Q5369147
@@ Property / cites work: Q5369147 / rank @@
+Normal rank
@@ Property / cites work @@
+Drift estimation for a periodic mean reversion process
+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 @@
+Cyclostationarity: half a century of research
@@ Property / cites work: Cyclostationarity: half a century of research / rank @@
+Normal rank
@@ Property / cites work @@
+Applications of the van Trees inequality: A Bayesian Cramér-Rao bound
+Normal rank
@@ Property / cites work @@
+Periodically and Almost-Periodically Correlated Random Processes with a Continuous Time Parameter
+Normal rank
@@ Property / cites work @@
+Q4766399
@@ Property / cites work: Q4766399 / rank @@
+Normal rank
@@ Property / cites work @@
+Periodically Correlated Random Sequences
@@ Property / cites work: Periodically Correlated Random Sequences / rank @@
+Normal rank
@@ Property / cites work @@
+Estimating discontinuous periodic signals in a time inhomogeneous diffusion
+Normal rank
@@ Property / cites work @@
+Q3920437
@@ Property / cites work: Q3920437 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3707110
@@ Property / cites work: Q3707110 / rank @@
+Normal rank
@@ Property / cites work @@
+Statistical inference for ergodic diffusion processes.
+Normal rank
@@ Property / cites work @@
+Q5603706
@@ Property / cites work: Q5603706 / rank @@
+Normal rank
@@ Property / cites work @@
+Asymptotic methods in statistical decision theory
@@ Property / cites work: Asymptotic methods in statistical decision theory / rank @@
+Normal rank
@@ Property / cites work @@
+Asymptotics in statistics: some basic concepts
@@ Property / cites work: Asymptotics in statistics: some basic concepts / rank @@
+Normal rank
@@ Property / cites work @@
+Q4522401
@@ Property / cites work: Q4522401 / rank @@
+Normal rank
@@ Property / cites work @@
+Markov Chains and Stochastic Stability
@@ Property / cites work: Markov Chains and Stochastic Stability / rank @@
+Normal rank
@@ Property / cites work @@
+Q3702325
@@ Property / cites work: Q3702325 / rank @@
+Normal rank
@@ Property / cites work @@
+Towards a unified asymptotic theory for autoregression
+Normal rank
@@ Property / cites work @@
+Q3326564
@@ Property / cites work: Q3326564 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4303982
@@ Property / cites work: Q4303982 / rank @@
+Normal rank
@@ Property / cites work @@
+Bibliography on cyclostationarity
@@ Property / cites work: Bibliography on cyclostationarity / rank @@
+Normal rank