Notes on drift estimation for certain non-recurrent diffusion processes from sampled data (Q734708): Difference between revisions

From MaRDI portal
Set OpenAlex properties.
ReferenceBot (talk | contribs)
Changed an Item
 
Property / cites work
 
Property / cites work: On the functional central limit theorem and the law of the iterated logarithm for Markov processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Parameter estimation for some non-recurrent solutions of SDE / rank
 
Normal rank
Property / cites work
 
Property / cites work: Maximum likelihood estimation for continuous-time stochastic processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Some comments concerning a curious singularity / rank
 
Normal rank
Property / cites work
 
Property / cites work: Parametric inference for discretely observed non-ergodic diffusions / rank
 
Normal rank
Property / cites work
 
Property / cites work: The consistency of a nonlinear least squares estimator from diffusion processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimation of an Ergodic Diffusion from Discrete Observations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4145232 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asymptotic theory for non-linear least squares estimator for diffusion processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4529809 / rank
 
Normal rank

Latest revision as of 00:48, 2 July 2024

scientific article
Language Label Description Also known as
English
Notes on drift estimation for certain non-recurrent diffusion processes from sampled data
scientific article

    Statements

    Identifiers