Pages that link to "Item:Q367001"
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The following pages link to Convergence of Gaussian quasi-likelihood random fields for ergodic Lévy driven SDE observed at high frequency (Q367001):
Displayed 23 items.
- Modelling Point Referenced Spatial Count Data: A Poisson Process Approach (Q69412) (← links)
- Two-step estimation of ergodic Lévy driven SDE (Q523453) (← links)
- Hybrid estimators for stochastic differential equations from reduced data (Q1656855) (← links)
- Non-Gaussian quasi-likelihood estimation of SDE driven by locally stable Lévy process (Q1730944) (← links)
- Drift estimation for a Lévy-driven Ornstein-Uhlenbeck process with heavy tails (Q2023469) (← links)
- Joint estimation for volatility and drift parameters of ergodic jump diffusion processes via contrast function (Q2040941) (← links)
- Adaptive estimation for degenerate diffusion processes (Q2044342) (← links)
- Quasi-likelihood analysis and its applications (Q2137733) (← links)
- Noise inference for ergodic Lévy driven SDE (Q2137798) (← links)
- Estimating diffusion with compound Poisson jumps based on self-normalized residuals (Q2242851) (← links)
- Statistical inference for misspecified ergodic Lévy driven stochastic differential equation models (Q2274269) (← links)
- Estimating functions for jump-diffusions (Q2274300) (← links)
- Partial quasi-likelihood analysis (Q2329845) (← links)
- Data driven time scale in Gaussian quasi-likelihood inference (Q2330960) (← links)
- Inverse moment bounds for sample autocovariance matrices based on detrended time series and their applications (Q2341886) (← links)
- Hybrid multi-step estimators for stochastic differential equations based on sampled data (Q2350913) (← links)
- Jump filtering and efficient drift estimation for Lévy-driven SDEs (Q2413596) (← links)
- (Q5011285) (← links)
- Finite Mixture Approximation of CARMA(p,q) Models (Q5013835) (← links)
- LAN property for an ergodic diffusion with jumps (Q5280372) (← links)
- (Q5879927) (← links)
- Gaussian quasi-information criteria for ergodic Lévy driven SDE (Q6138755) (← links)
- Bootstrap method for misspecified ergodic Lévy driven stochastic differential equation models (Q6173727) (← links)