Moderate Deviation for Parameter Estimation in the Rayleigh Diffusion Process (Q5418892): Difference between revisions

@@ Property / author @@
-Bing-quan Liu
@@ Property / author: Bing-quan Liu / rank @@
-Normal rank
@@ Property / author @@
+Bing-quan Liu
@@ Property / author: Bing-quan Liu / 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/10.1080/03610918.2012.750355
+Normal rank
@@ Property / OpenAlex ID @@
+W2067670138
@@ Property / OpenAlex ID: W2067670138 / rank @@
+Normal rank
@@ Property / cites work @@
+Explicit formulas for Laplace transforms of certain functionals of some time inhomogeneous diffusions
+Normal rank
@@ Property / cites work @@
+Sharp Large Deviations for the Ornstein--Uhlenbeck Process
+Normal rank
@@ Property / cites work @@
+Parameter estimation in stochastic differential equations.
+Normal rank
@@ Property / cites work @@
+Large deviations in testing fractional Ornstein-Uhlenbeck models
+Normal rank
@@ Property / cites work @@
+Large deviations for statistics of the Jacobi process
+Normal rank
@@ Property / cites work @@
+Large deviations in estimation of an Ornstein-Uhlenbeck model
+Normal rank
@@ Property / cites work @@
+Moderate deviations for the maximum likelihood estimator
+Normal rank
@@ Property / cites work @@
+Moderate deviations for squared radial Ornstein-Uhlenbeck process
+Normal rank
@@ Property / cites work @@
+Moderate deviations for parameter estimators in fractional Ornstein-Uhlenbeck process
+Normal rank
@@ Property / cites work @@
+Some remarks on the Rayleigh process
@@ Property / cites work: Some remarks on the Rayleigh process / rank @@
+Normal rank
@@ Property / cites work @@
+The stochastic Rayleigh diffusion model: Statistical inference and computational aspects. applications to modelling of real cases
+Normal rank
@@ Property / cites work @@
+Trend analysis and computational statistical estimation in a stochastic Rayleigh model: Simulation and application
+Normal rank
@@ Property / cites work @@
+On asymptotic properties of maximum likelihood estimators for parabolic stochastic PDE's
+Normal rank
@@ Property / cites work @@
+Moderate deviations of minimum contrast estimators under contamination
+Normal rank
@@ Property / cites work @@
+Large and moderate deviations in testing Rayleigh diffusion model
+Normal rank
@@ Property / cites work @@
+Q4947392
@@ Property / cites work: Q4947392 / rank @@
+Normal rank
@@ Property / cites work @@
+Large deviations for squared radial Ornstein-Uhlenbeck processes.
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:5418892