Hybrid multi-step estimators for stochastic differential equations based on sampled data (Q2350913): Difference between revisions

@@ Property / cites work @@
+Q5318420
@@ Property / cites work: Q5318420 / rank @@
+Normal rank
@@ Property / cites work @@
+Martingale estimation functions for discretely observed diffusion processes
+Normal rank
@@ Property / cites work @@
+Approximate discrete-time schemes for statistics of diffusion processes
+Normal rank
@@ Property / cites work @@
+On the estimation of the diffusion coefficient for multi-dimensional diffusion processes
+Normal rank
@@ Property / cites work @@
+Local asymptotic mixed normality property for elliptic diffusion: A Malliavin calculus approach
+Normal rank
@@ Property / cites work @@
+LAN property for ergodic diffusions with discrete observations
+Normal rank
@@ Property / cites work @@
+Q3920437
@@ Property / cites work: Q3920437 / rank @@
+Normal rank
@@ Property / cites work @@
+Local degeneracy of Markov chain Monte Carlo methods
+Normal rank
@@ Property / cites work @@
+Q4852336
@@ Property / cites work: Q4852336 / rank @@
+Normal rank
@@ Property / cites work @@
+Estimation of an Ergodic Diffusion from Discrete Observations
+Normal rank
@@ Property / cites work @@
+Q3330343
@@ Property / cites work: Q3330343 / rank @@
+Normal rank
@@ Property / cites work @@
+Statistical inference for ergodic diffusion processes.
+Normal rank
@@ Property / cites work @@
+Q4230740
@@ Property / cites work: Q4230740 / rank @@
+Normal rank
@@ Property / cites work @@
+Asymptotics for functionals of self-normalized residuals of discretely observed stochastic processes
+Normal rank
@@ Property / cites work @@
+Convergence of Gaussian quasi-likelihood random fields for ergodic Lévy driven SDE observed at high frequency
+Normal rank
@@ Property / cites work @@
+Asymptotic theory for non-linear least squares estimator for diffusion processes
+Normal rank
@@ Property / cites work @@
+Q4206261
@@ Property / cites work: Q4206261 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4828566
@@ Property / cites work: Q4828566 / rank @@
+Normal rank
@@ Property / cites work @@
+Contrast-based information criterion for ergodic diffusion processes from discrete observations
+Normal rank
@@ Property / cites work @@
+Information criteria in model selection for mixing processes
+Normal rank
@@ Property / cites work @@
+Adaptive estimation of an ergodic diffusion process based on sampled data
+Normal rank
@@ Property / cites work @@
+Quasi likelihood analysis of volatility and nondegeneracy of statistical random field
+Normal rank
@@ Property / cites work @@
+Adaptive Bayes type estimators of ergodic diffusion processes from discrete observations
+Normal rank
@@ Property / cites work @@
+Estimation for diffusion processes from discrete observation
+Normal rank
@@ Property / cites work @@
+On covariance estimation of non-synchronously observed diffusion processes
+Normal rank
@@ Property / cites work @@
+Polynomial type large deviation inequalities and quasi-likelihood analysis for stochastic differential equations
+Normal rank