Quantifying Model Uncertainties in Complex Systems (Q2909986): Difference between revisions

@@ Property / author @@
+Jin-qiao Duan
@@ Property / author: Jin-qiao Duan / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W106483033
@@ Property / OpenAlex ID: W106483033 / rank @@
+Normal rank
@@ Property / arXiv ID @@
+.0280
@@ Property / arXiv ID: 0912.0280 / rank @@
+Normal rank
@@ Property / cites work @@
+Maximum Likelihood Estimation of Discretely Sampled Diffusions: A Closed-form Approximation Approach
+Normal rank
@@ Property / cites work @@
+Estimators of diffusions with randomly spaced discrete observations: a general theory
+Normal rank
@@ Property / cites work @@
+The Effects of Random and Discrete Sampling when Estimating Continuous-Time Diffusions
+Normal rank
@@ Property / cites work @@
+Invariant measures and symmetry property of Lévy type operators
+Normal rank
@@ Property / cites work @@
+Lévy Processes and Stochastic Calculus
@@ Property / cites work: Lévy Processes and Stochastic Calculus / rank @@
+Normal rank
@@ Property / cites work @@
+Q4210478
@@ Property / cites work: Q4210478 / rank @@
+Normal rank
@@ Property / cites work @@
+Q2716350
@@ Property / cites work: Q2716350 / rank @@
+Normal rank
@@ Property / cites work @@
+An Itô formula for generalized functionals of a fractional Brownian motion with arbitrary Hurst parameter.
+Normal rank
@@ Property / cites work @@
+Q4865042
@@ Property / cites work: Q4865042 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4223075
@@ Property / cites work: Q4223075 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3292891
@@ Property / cites work: Q3292891 / rank @@
+Normal rank
@@ Property / cites work @@
+Pattern formation below criticality forced by noise
+Normal rank
@@ Property / cites work @@
+Estimation for Nonnegative Lévy-Driven Ornstein-Uhlenbeck Processes
+Normal rank
@@ Property / cites work @@
+A stochastic pitchfork bifurcation in a reaction-diffusion equation
+Normal rank
@@ Property / cites work @@
+Q3581693
@@ Property / cites work: Q3581693 / rank @@
+Normal rank
@@ Property / cites work @@
+Power variation of some integral fractional processes
+Normal rank
@@ Property / cites work @@
+A Functional Central Limit Theorem for the Realized Power Variation of Integrated Stable Processes
+Normal rank
@@ Property / cites work @@
+Estimating the parameters of a fractional Brownian motion by discrete variations of its sample paths
+Normal rank
@@ Property / cites work @@
+Additive noise destroys a pitchfork bifurcation
@@ Property / cites work: Additive noise destroys a pitchfork bifurcation / rank @@
+Normal rank
@@ Property / cites work @@
+Estimation of the coefficients of a diffusion from discrete observations
+Normal rank
@@ Property / cites work @@
+Stochastic Equations in Infinite Dimensions
@@ Property / cites work: Stochastic Equations in Infinite Dimensions / rank @@
+Normal rank
@@ Property / cites work @@
+Pricing weather derivatives by marginal value
@@ Property / cites work: Pricing weather derivatives by marginal value / rank @@
+Normal rank
@@ Property / cites work @@
+Q5822308
@@ Property / cites work: Q5822308 / rank @@
+Normal rank
@@ Property / cites work @@
+A Stochastic Approach for Parameterizing Unresolved Scales in a System with Memory
+Normal rank
@@ Property / cites work @@
+Stochastic modeling of unresolved scales in complex systems
+Normal rank
@@ Property / cites work @@
+Canonical Sample Spaces for Random Dynamical Systems
+Normal rank
@@ Property / cites work @@
+Stochastic parameterization for large eddy simulation of geophysical flows
+Normal rank
@@ Property / cites work @@
+On estimating the diffusion coefficient
@@ Property / cites work: On estimating the diffusion coefficient / rank @@
+Normal rank
@@ Property / cites work @@
+Likelihood Inference for Discretely Observed Nonlinear Diffusions
+Normal rank
@@ Property / cites work @@
+Parameter Estimates for Symmetric Stable Distributions
+Normal rank
@@ Property / cites work @@
+Approximate discrete-time schemes for statistics of diffusion processes
+Normal rank
@@ Property / cites work @@
+Q4266081
@@ Property / cites work: Q4266081 / rank @@
+Normal rank
@@ Property / cites work @@
+On the estimation of the diffusion coefficient for multi-dimensional diffusion processes
+Normal rank
@@ Property / cites work @@
+Q4311643
@@ Property / cites work: Q4311643 / rank @@
+Normal rank
@@ Property / cites work @@
+Parameter estimation for discretely observed stochastic volatility models
+Normal rank
@@ Property / cites work @@
+THE ESTIMATION AND APPLICATION OF LONG MEMORY TIME SERIES MODELS
+Normal rank
@@ Property / cites work @@
+Back to the Future: Generating Moment Implications for Continuous-Time Markov Processes
+Normal rank
@@ Property / cites work @@
+Q3581697
@@ Property / cites work: Q3581697 / rank @@
+Normal rank
@@ Property / cites work @@
+Quasi-likelihood and its application. A general approach to optimal parameter estimation
+Normal rank
@@ Property / cites work @@
+Noise-induced transitions. Theory and applications in physics, chemistry, and biology
+Normal rank
@@ Property / cites work @@
+Quasi-likelihood estimation for semimartingales
@@ Property / cites work: Quasi-likelihood estimation for semimartingales / rank @@
+Normal rank
@@ Property / cites work @@
+Q3920437
@@ Property / cites work: Q3920437 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3992729
@@ Property / cites work: Q3992729 / rank @@
+Normal rank
@@ Property / cites work @@
+MODEL REDUCTION AND STOCHASTIC RESONANCE
@@ Property / cites work: MODEL REDUCTION AND STOCHASTIC RESONANCE / rank @@
+Normal rank
@@ Property / cites work @@
+First exit times of SDEs driven by stable Lévy processes
+Normal rank
@@ Property / cites work @@
+First exit times for Lévy-driven diffusions with exponentially light jumps
+Normal rank
@@ Property / cites work @@
+Parametric inference for discretely observed non-ergodic diffusions
+Normal rank
@@ Property / cites work @@
+Stochastic modelling: replacing fast degrees of freedom by noise
+Normal rank
@@ Property / cites work @@
+Q4002114
@@ Property / cites work: Q4002114 / rank @@
+Normal rank
@@ Property / cites work @@
+Simple and Explicit Estimating Functions for a Discretely Observed Diffusion Process
+Normal rank
@@ Property / cites work @@
+Q3566784
@@ Property / cites work: Q3566784 / rank @@
+Normal rank
@@ Property / cites work @@
+Parameter estimation and optimal filtering for fractional type stochastic systems
+Normal rank
@@ Property / cites work @@
+Statistical analysis of the fractional Ornstein--Uhlenbeck type process
+Normal rank
@@ Property / cites work @@
+Q5313290
@@ Property / cites work: Q5313290 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4247109
@@ Property / cites work: Q4247109 / rank @@
+Normal rank
@@ Property / cites work @@
+Regression-Type Estimation of the Parameters of Stable Laws
+Normal rank
@@ Property / cites work @@
+Q5700325
@@ Property / cites work: Q5700325 / rank @@
+Normal rank
@@ Property / cites work @@
+Density parameter estimation of skewed α-stable distributions
+Normal rank
@@ Property / cites work @@
+Parameter estimation for diffusion type processes of observation
+Normal rank
@@ Property / cites work @@
+Filtering and parameter estimation in a simple linear system driven by a fractional Brownian motion
+Normal rank
@@ Property / cites work @@
+Q4145232
@@ Property / cites work: Q4145232 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4139359
@@ Property / cites work: Q4139359 / rank @@
+Normal rank
@@ Property / cites work @@
+Synchronization of systems of Marcus canonical equations driven by \(\alpha \)-stable noises
+Normal rank
@@ Property / cites work @@
+Long-Term Memory in Stock Market Prices
@@ Property / cites work: Long-Term Memory in Stock Market Prices / rank @@
+Normal rank
@@ Property / cites work @@
+Fractional Brownian Motions, Fractional Noises and Applications
+Normal rank
@@ Property / cites work @@
+Random Dynamical Systems and Stationary Solutions of Differential Equations Driven by the Fractional Brownian Motion
+Normal rank
@@ Property / cites work @@
+Simple consistent estimators of stable distribution parameters
+Normal rank
@@ Property / cites work @@
+Stochastic calculus for fractional Brownian motion and related processes.
+Normal rank
@@ Property / cites work @@
+On the absolute continuity of Lévy processes with drift
+Normal rank
@@ Property / cites work @@
+An elementary approach to a Girsanov formula and other analytical results on fractional Brownian motions
+Normal rank
@@ Property / cites work @@
+Q4811448
@@ Property / cites work: Q4811448 / rank @@
+Normal rank
@@ Property / cites work @@
+Applied stochastic control of jump diffusions.
@@ Property / cites work: Applied stochastic control of jump diffusions. / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic differential equations. An introduction with applications.
+Normal rank
@@ Property / cites work @@
+Stochastic Calculus for Fractional Brownian Motion and Applications
+Normal rank
@@ Property / cites work @@
+Q5106576
@@ Property / cites work: Q5106576 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3223595
@@ Property / cites work: Q3223595 / rank @@
+Normal rank
@@ Property / cites work @@
+Consistency and asymptotic normality of an approximate maximum likelihood estimator for discretely observed diffusion processes
+Normal rank
@@ Property / cites work @@
+Stochastic Partial Differential Equations with Levy Noise
+Normal rank
@@ Property / cites work @@
+Q4947392
@@ Property / cites work: Q4947392 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4264747
@@ Property / cites work: Q4264747 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4828192
@@ Property / cites work: Q4828192 / rank @@
+Normal rank
@@ Property / cites work @@
+Estimation in Univariate and Multivariate Stable Distributions
+Normal rank
@@ Property / cites work @@
+Estimation of a time series model from unequally spaced data
+Normal rank
@@ Property / cites work @@
+Q4937701
@@ Property / cites work: Q4937701 / rank @@
+Normal rank
@@ Property / cites work @@
+Fractional Fokker–Planck equation for nonlinear stochastic differential equations driven by non-Gaussian Lévy stable noises
+Normal rank
@@ Property / cites work @@
+Lévy flights and related topics in physics. Proceedings of the international workshop, held at Nice, France, 27-30 June, 1994
+Normal rank
@@ Property / cites work @@
+On asymptotics of estimating functions
@@ Property / cites work: On asymptotics of estimating functions / rank @@
+Normal rank
@@ Property / cites work @@
+Q3862204
@@ Property / cites work: Q3862204 / rank @@
+Normal rank
@@ Property / cites work @@
+ESTIMATORS FOR LONG-RANGE DEPENDENCE: AN EMPIRICAL STUDY
+Normal rank
@@ Property / cites work @@
+Q4748912
@@ Property / cites work: Q4748912 / rank @@
+Normal rank
@@ Property / cites work @@
+Probability and partial differential equations in modern applied mathematics. Selected papers presented at the 2003 IMA summer program, Minneapolis, MN, USA, July 21 -- August 1, 2003
+Normal rank
@@ Property / cites work @@
+Q3334692
@@ Property / cites work: Q3334692 / rank @@
+Normal rank
@@ Property / cites work @@
+Q2738731
@@ Property / cites work: Q2738731 / rank @@
+Normal rank
@@ Property / cites work @@
+Correlation theory of processes with random stationary 𝑛th increments
+Normal rank
@@ Property / cites work @@
+AN INTERMEDIATE REGIME FOR EXIT PHENOMENA DRIVEN BY NON-GAUSSIAN LÉVY NOISES
+Normal rank
@@ Property / cites work @@
+Estimation for diffusion processes from discrete observation
+Normal rank