Pages that link to "Item:Q2350913"

The following pages link to Hybrid multi-step estimators for stochastic differential equations based on sampled data (Q2350913):

Displaying 32 items.

• On multi-step MLE-process for Markov sequences (Q310050) (← links)
• Parametric estimation for a parabolic linear SPDE model based on discrete observations (Q826976) (← links)
• Penalized least squares approximation methods and their applications to stochastic processes (Q830256) (← links)
• Method of moments estimators and multi-step MLE for Poisson processes (Q1616201) (← links)
• Hybrid estimators for stochastic differential equations from reduced data (Q1656855) (← links)
• Efficient strategy for the Markov chain Monte Carlo in high-dimension with heavy-tailed target probability distribution (Q1750100) (← links)
• Hybrid estimators for small diffusion processes based on reduced data (Q1785794) (← links)
• Hybrid estimation for ergodic diffusion processes based on noisy discrete observations (Q1984651) (← links)
• On parameter estimation of hidden ergodic Ornstein-Uhlenbeck process (Q2008619) (← links)
• Global jump filters and quasi-likelihood analysis for volatility (Q2042527) (← links)
• Adaptive estimation for degenerate diffusion processes (Q2044342) (← links)
• Quasi-likelihood analysis and Bayes-type estimators of an ergodic diffusion plus noise (Q2046480) (← links)
• Quasi-likelihood analysis and its applications (Q2137733) (← links)
• Adaptive tests for parameter changes in ergodic diffusion processes from discrete observations (Q2144201) (← links)
• On parameter estimation of the hidden Gaussian process in perturbed SDE (Q2219225) (← links)
• Regularized bridge-type estimation with multiple penalties (Q2230875) (← links)
• Estimating diffusion with compound Poisson jumps based on self-normalized residuals (Q2242851) (← links)
• On approximation of BSDE and multi-step MLE-processes (Q2296084) (← links)
• Empirical \(L^2\)-distance test statistics for ergodic diffusions (Q2316339) (← links)
• Partial quasi-likelihood analysis (Q2329845) (← links)
• Data driven time scale in Gaussian quasi-likelihood inference (Q2330960) (← links)
• On the multi-step MLE-process for ergodic diffusion (Q2359720) (← links)
• Change point inference in ergodic diffusion processes based on high frequency data (Q2689889) (← links)
• Ergodicity of Markov chain Monte Carlo with reversible proposal (Q4684877) (← links)
• (Q5011285) (← links)
• (Q5879927) (← links)
• One-step closed-form estimator for generalized linear model with categorical explanatory variables (Q6089195) (← links)
• Fast and asymptotically efficient estimation in the Hawkes processes (Q6134372) (← links)
• Parameter estimation for ergodic linear SDEs from partial and discrete observations (Q6166017) (← links)
• Fast and asymptotically-efficient estimation in an autoregressive process with fractional type noise (Q6556772) (← links)
• Sequential Kalman tuning of the \(t\)-preconditioned Crank-Nicolson algorithm: efficient, adaptive and gradient-free inference for Bayesian inverse problems (Q6654157) (← links)
• Simplified quasi-likelihood analysis for a locally asymptotically quadratic random field (Q6664135) (← links)