Pages that link to "Item:Q2431003"

The following pages link to Estimating discontinuous periodic signals in a time inhomogeneous diffusion (Q2431003):

Displaying 23 items.

• On frequency estimation for a periodic ergodic diffusion process (Q375951) (← links)
• Robust model selection for a semimartingale continuous time regression from discrete data (Q468742) (← links)
• On compound Poisson processes arising in change-point type statistical models as limiting likelihood ratios (Q644961) (← links)
• On the final size of epidemics in random environment (Q899071) (← links)
• Oracle inequalities for the stochastic differential equations (Q1656857) (← links)
• Estimation and testing in generalized mean-reverting processes with change-point (Q1744228) (← links)
• Wavelet estimation in diffusions with periodicity (Q1757897) (← links)
• Level 2.5 large deviations for continuous-time Markov chains with time periodic rates (Q1991521) (← links)
• On the asymptotic behavior of solutions of the Cauchy problem for parabolic equations with time periodic coefficients (Q2137731) (← links)
• \(Q\)-processes and asymptotic properties of Markov processes conditioned not to hit moving boundaries (Q2175327) (← links)
• Local asymptotic normality for shape and periodicity of a signal in the drift of a degenerate diffusion with internal variables (Q2283567) (← links)
• Robust adaptive efficient estimation for semi-Markov nonparametric regression models (Q2316338) (← links)
• Parameter maximum likelihood estimation problem for time periodic modulated drift Ornstein Uhlenbeck processes (Q2339216) (← links)
• Langevin dynamics with space-time periodic nonequilibrium forcing (Q2355673) (← links)
• Estimating a periodicity parameter in the drift of a time inhomogeneous diffusion (Q2437994) (← links)
• Change point testing for the drift parameters of a periodic mean reversion process (Q2450915) (← links)
• Improved estimation method for high dimension semimartingale regression models based on discrete data (Q2676878) (← links)
• Ergodicity and limit theorems for degenerate diffusions with time periodic drift. Application to a stochastic Hodgkin−Huxley model (Q2954249) (← links)
• Nonparametric estimation of periodic signal disturbed by <i>α</i>-stable noises (Q5030944) (← links)
• Ergodicity for a stochastic Hodgkin-Huxley model driven by Ornstein-Uhlenbeck type input (Q5963226) (← links)
• An ergodic theorem for asymptotically periodic time-inhomogeneous Markov processes, with application to quasi-stationarity with moving boundaries (Q6159402) (← links)
• On the asymptotic behavior of solutions of the Cauchy problem for parabolic equations with time periodic coefficients (Q6163562) (← links)
• Nonparametric estimation for periodic stochastic differential equations driven by \(G\)-Brownian motion (Q6606017) (← links)