Pages that link to "Item:Q1848956"
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The following pages link to Asymptotic equivalence of estimating a Poisson intensity and a positive diffusion drift (Q1848956):
Displayed 12 items.
- Asymptotic equivalence of discretely observed diffusion processes and their Euler scheme: small variance case (Q265666) (← links)
- Asymptotic equivalence of nonparametric autoregression and nonparametric regression (Q449943) (← links)
- Polynomial bounds in the Ergodic theorem for one-dimensional diffusions and integrability of hitting times (Q537130) (← links)
- Goodness of fit test for ergodic diffusions by tick time sample scheme (Q625318) (← links)
- Asymptotic equivalence for pure jump Lévy processes with unknown Lévy density and Gaussian white noise (Q901300) (← links)
- Realized volatility with stochastic sampling (Q981001) (← links)
- Asymptotic equivalence and adaptive estimation for robust nonparametric regression (Q1043738) (← links)
- The Le Cam distance between density estimation, Poisson processes and Gaussian white noise (Q1739120) (← links)
- Statistical convergence of Markov experiments to diffusion limits (Q2448706) (← links)
- Asymptotic equivalence of nonparametric diffusion and Euler scheme experiments (Q2510830) (← links)
- Approximation of epidemic models by diffusion processes and their statistical inference (Q2512950) (← links)
- Asymptotic equivalence for inhomogeneous jump diffusion processes and white noise (Q2786493) (← links)