Optimal inference for discretely observed semiparametric Ornstein-Uhlenbeck processes (Q5928938): Difference between revisions
From MaRDI portal
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
30 July 2001
0 references
Ornstein-Uhlenbeck process
0 references
semiparametric time-series
0 references
0 references