Pages that link to "Item:Q1009661"

The following pages link to Estimation for stochastic differential equations with a small diffusion coefficient (Q1009661):

Displaying 32 items.

• Maximum likelihood type estimation for discretely observed CIR model with small \(\alpha\)-stable noises (Q342738) (← links)
• Least squares estimators for discretely observed stochastic processes driven by small Lévy noises (Q391568) (← links)
• On a family of test statistics for discretely observed diffusion processes (Q391894) (← links)
• Small noise fluctuations of the CIR model driven by \(\alpha\)-stable noises (Q466985) (← links)
• Least squares estimators for stochastic differential equations driven by small Lévy noises (Q529425) (← links)
• Adaptive estimator for a parabolic linear SPDE with a small noise (Q825347) (← links)
• Approximate martingale estimating functions for stochastic differential equations with small noises (Q947158) (← links)
• A note on ``Least squares estimator for discretely observed Ornstein-Uhlenbeck processes with small Lévy noises'' (Q990921) (← links)
• Statistical inference for stochastic differential equations with small noises (Q1724191) (← links)
• On penalized estimation for dynamical systems with small noise (Q1753155) (← links)
• Hybrid estimators for small diffusion processes based on reduced data (Q1785794) (← links)
• Parameter estimation for the discretely observed vasicek model with small fractional Lévy noise (Q1987558) (← links)
• Parametric inference for hypoelliptic ergodic diffusions with full observations (Q2023472) (← links)
• Parameter estimation for Ornstein-Uhlenbeck processes driven by fractional Lévy process (Q2061505) (← links)
• Parametric inference for small variance and long time horizon McKean-Vlasov diffusion models (Q2074311) (← links)
• Trajectory fitting estimation for a class of SDEs with small Lévy noises (Q2083427) (← links)
• Least squares estimator for path-dependent McKean-Vlasov SDEs via discrete-time observations (Q2153080) (← links)
• Regularized bridge-type estimation with multiple penalties (Q2230875) (← links)
• Probabilistic properties and parametric inference of small variance nonlinear self-stabilizing stochastic differential equations (Q2239268) (← links)
• Least squares estimation for path-distribution dependent stochastic differential equations (Q2245071) (← links)
• Least squares estimator for Ornstein-Uhlenbeck processes driven by fractional Lévy processes from discrete observations (Q2338242) (← links)
• Parametric inference for discretely observed multidimensional diffusions with small diffusion coefficient (Q2434472) (← links)
• Approximation of epidemic models by diffusion processes and their statistical inference (Q2512950) (← links)
• Final outcome probabilities for SIR epidemic model (Q2811446) (← links)
• Least squares estimator for stochastic differential equations driven by small fractional Lévy noises from discrete observations (Q3384682) (← links)
• Least squares estimator for Ornstein–Uhlenbeck processes driven by small fractional Lévy noises (Q5078489) (← links)
• (Q5879927) (← links)
• Optimal total variation bounds for stochastic differential delay equations with small noises (Q6123412) (← links)
• Parameter estimation for a linear parabolic SPDE model in two space dimensions with a small noise (Q6155089) (← links)
• Threshold estimation for jump-diffusions under small noise asymptotics (Q6166019) (← links)
• Adaptive inference for small diffusion processes based on sampled data (Q6169614) (← links)
• Nonparametric estimation for independent and identically distributed stochastic differential equations with space-time dependent coefficients (Q6554970) (← links)