Pages that link to "Item:Q2569224"

The following pages link to Donsker theorems for diffusions: necessary and sufficient conditions (Q2569224):

Displaying 19 items.

• Asymptotics for recurrent diffusions with application to high frequency regression (Q341886) (← links)
• On strong causal binomial approximation for stochastic processes (Q478653) (← links)
• Goodness of fit test for ergodic diffusions by tick time sample scheme (Q625318) (← links)
• Skorohod representation on a given probability space (Q863479) (← links)
• Goodness of fit test for ergodic diffusion processes (Q904055) (← links)
• Asymptotic theory of semiparametric \(Z\)-estimators for stochastic processes with applications to ergodic diffusions and time series (Q1043751) (← links)
• Asymptotically distribution free test for parameter change in a diffusion process model (Q1926009) (← links)
• Adaptive invariant density estimation for ergodic diffusions over anisotropic classes (Q1990588) (← links)
• Estimation of longrun variance of continuous time stochastic process using discrete sample (Q2000826) (← links)
• Sup-norm adaptive drift estimation for multivariate nonreversible diffusions (Q2112825) (← links)
• Testing for stationarity at high frequency (Q2182131) (← links)
• Volatility regressions with fat tails (Q2227065) (← links)
• Large deviations in total variation of occupation measures of one-dimensional diffusions (Q2389235) (← links)
• Conditional limit theorems for queues with Gaussian input, a weak convergence approach (Q2485854) (← links)
• Adaptive confidence bands for Markov chains and diffusions: Estimating the invariant measure and the drift (Q2954245) (← links)
• Goodness-of-fit test for ergodic diffusions by discrete-time observations: an innovation martingale approach (Q3021187) (← links)
• Estimation for the invariant law of an ergodic diffusion process based on high-frequency data (Q3106432) (← links)
• Nonparametric estimation of time-changed Lévy models under high-frequency data (Q3558943) (← links)
• Donsker theorems for occupation measures of multi-dimensional periodic diffusions (Q6177610) (← links)