Pages that link to "Item:Q1952068"

The following pages link to Approximate self-weighted LAD estimation of discretely observed ergodic Ornstein-Uhlenbeck processes (Q1952068):

Displaying 24 items.

• On simulation of tempered stable random variates (Q61358) (← links)
• Convergence of Gaussian quasi-likelihood random fields for ergodic Lévy driven SDE observed at high frequency (Q367001) (← links)
• Least squares estimators for discretely observed stochastic processes driven by small Lévy noises (Q391568) (← links)
• Local linear estimator for stochastic differential equations driven by \(\alpha\)-stable Lévy motions (Q476746) (← links)
• Quasi-likelihood analysis for nonsynchronously observed diffusion processes (Q740191) (← links)
• Non-Gaussian quasi-likelihood estimation of SDE driven by locally stable Lévy process (Q1730944) (← links)
• Nadaraya-Watson estimator for stochastic processes driven by stable Lévy motions (Q1951162) (← links)
• Generalized moment estimators for \(\alpha\)-stable Ornstein-Uhlenbeck motions from discrete observations (Q1984645) (← links)
• Likelihood theory for the graph Ornstein-Uhlenbeck process (Q2144193) (← links)
• Statistical inference for misspecified ergodic Lévy driven stochastic differential equation models (Q2274269) (← links)
• Nonparametric inference on Lévy measures of compound Poisson-driven Ornstein-Uhlenbeck processes under macroscopic discrete observations (Q2316609) (← links)
• On the asymptotic properties of Bayes-type estimators with general loss functions (Q2317246) (← links)
• Partial quasi-likelihood analysis (Q2329845) (← links)
• Jump filtering and efficient drift estimation for Lévy-driven SDEs (Q2413596) (← links)
• Quasi likelihood analysis of volatility and nondegeneracy of statistical random field (Q2447656) (← links)
• Efficient maximum likelihood estimation for Lévy-driven Ornstein-Uhlenbeck processes (Q2448716) (← links)
• Quantifying model uncertainty for the observed non-Gaussian data by the Hellinger distance (Q2656071) (← links)
• (Q5011285) (← links)
• Moment estimators for parameters of Lévy‐driven Ornstein–Uhlenbeck processes (Q5095827) (← links)
• A flexible regime switching model with pairs trading application to the S&P 500 high-frequency stock returns (Q5235460) (← links)
• Drift estimation for a multi-dimensional diffusion process using deep neural networks (Q6123258) (← links)
• Gaussian quasi-information criteria for ergodic Lévy driven SDE (Q6138755) (← links)
• Optimal stable Ornstein-Uhlenbeck regression (Q6176241) (← links)
• Simplified quasi-likelihood analysis for a locally asymptotically quadratic random field (Q6664135) (← links)