Optimal inference for discretely observed semiparametric Ornstein-Uhlenbeck processes (Q5928938): Difference between revisions

From MaRDI portal
Import240304020342 (talk | contribs)
Set profile property.
ReferenceBot (talk | contribs)
Changed an Item
Property / cites work
 
Property / cites work: Q4277836 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4040465 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Adaptive estimation in time-series models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Efficiency of empirical estimators for Markov chains / rank
 
Normal rank
Property / cites work
 
Property / cites work: Semiparametrically Efficient Inference Based on Signs and Ranks for Median-Restricted Models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4879539 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Some mixing properties of time series models / rank
 
Normal rank

Revision as of 16:18, 3 June 2024

scientific article; zbMATH DE number 1587764
Language Label Description Also known as
English
Optimal inference for discretely observed semiparametric Ornstein-Uhlenbeck processes
scientific article; zbMATH DE number 1587764

    Statements

    Optimal inference for discretely observed semiparametric Ornstein-Uhlenbeck processes (English)
    0 references
    0 references
    0 references
    0 references
    30 July 2001
    0 references
    Ornstein-Uhlenbeck process
    0 references
    semiparametric time-series
    0 references

    Identifiers