Pages that link to "Item:Q1326339"

The following pages link to Asymptotic expansions of Bayes estimators for small diffusions (Q1326339):

Displaying 11 items.

• Polynomial type large deviation inequalities and quasi-likelihood analysis for stochastic differential equations (Q261826) (← links)
• Adaptive Bayes type estimators of ergodic diffusion processes from discrete observations (Q398577) (← links)
• On ADF goodness-of-fit tests for perturbed dynamical systems (Q888487) (← links)
• More higher-order efficiency: Concentration probability (Q1275420) (← links)
• Statistical inference for stochastic differential equations with small noises (Q1724191) (← links)
• Asymptotic expansion formulas for functionals of \(\varepsilon\)-Markov processes with a mixing property (Q1768100) (← links)
• Non asymptotic expansions of the MME in the case of Poisson observations (Q2082565) (← links)
• Conditional expansions and their applications. (Q2574589) (← links)
• Asymptotic expansion and estimates of Wiener functionals (Q2685905) (← links)
• Malliavin calculus and martingale expansion (Q5956288) (← links)
• High order asymptotic expansion for Wiener functionals (Q6048984) (← links)