The following pages link to (Q3707110):
Displayed 43 items.
- Robust parameter estimation for the Ornstein-Uhlenbeck process (Q257449) (← links)
- Asymptotic lower bounds in estimating jumps (Q395992) (← links)
- Local asymptotic mixed normality for discretely observed non-recurrent Ornstein-Uhlenbeck processes (Q421403) (← links)
- Hájek-Inagaki convolution representation theorem for randomly stopped locally asymptotically mixed normal experiments (Q625304) (← links)
- Some developments in semiparametric statistics (Q715787) (← links)
- LAMN property for hidden processes: the case of integrated diffusions (Q731453) (← links)
- Asymptotic behavior of M-estimator and related random field for diffusion process (Q756893) (← links)
- Asymptotic theory of conditional inference for stochastic processes (Q1087283) (← links)
- Minimaxity of Pitman estimators (Q1093271) (← links)
- A note on asymptotic testing theory for nonhomogeneous observations (Q1103291) (← links)
- Local asymptotic mixed normality for semimartingale experiments (Q1203345) (← links)
- On statistics of Markov step processes: Representation of log-likelihood ratio processes in filtered local models (Q1203944) (← links)
- Asymptotic inference for Markov step processes: Observation up to a random time (Q1312304) (← links)
- Stable convergence of the log-likelihood ratio to a mixture of infinitely divisible distributions (Q1368804) (← links)
- LAMN in a class of parametric models for null recurrent diffusions (Q1656853) (← links)
- Parametric inference for nonsynchronously observed diffusion processes in the presence of market microstructure noise (Q1750086) (← links)
- The statistical work of Lucien Le Cam. (Q1848952) (← links)
- On convergence of posterior distributions (Q1922384) (← links)
- Estimation of parameters of linear homogeneous stochastic differential equations (Q1965895) (← links)
- A note on the local asymptotic mixed normality of a controlled branching process with a random control function (Q2070638) (← links)
- Variation and efficiency of high-frequency betas (Q2116364) (← links)
- LAMN property for multivariate inhomogeneous diffusions with discrete observations (Q2168085) (← links)
- Parameter maximum likelihood estimation problem for time periodic modulated drift Ornstein Uhlenbeck processes (Q2339216) (← links)
- Local asymptotic mixed normality property for discretely observed stochastic differential equations driven by stable Lévy processes (Q2342396) (← links)
- Unit root tests for cross-sectionally dependent panels: the influence of observed factors (Q2344381) (← links)
- Adaptive estimation of continuous-time regression models using high-frequency data (Q2398973) (← links)
- Asymptotic properties of maximum likelihood estimators with sample size recalculation (Q2423166) (← links)
- Estimating discontinuous periodic signals in a time inhomogeneous diffusion (Q2431003) (← links)
- An infinite dimensional convolution theorem with applications to the efficient estimation of the integrated volatility (Q2447642) (← links)
- Bayesian prediction and model selection for locally asymptotically mixed normal models (Q2455737) (← links)
- MFO-RIMS tandem workshop: Nonlocality in analysis, probability and statistics. Abstracts from the MFO-RIMS tandem workshop held March 20--26, 2022 (Q2693042) (← links)
- Model Selection for Volatility Prediction (Q2956059) (← links)
- Limiting Experiments and Asymptotic Bounds on the Performance of Sequence of Estimators (Q4609024) (← links)
- Asymptotics in small time for the density of a stochastic differential equation driven by a stable Lévy process (Q4615430) (← links)
- (Q4864584) (← links)
- EFFICIENT ESTIMATION OF INTEGRATED VOLATILITY FUNCTIONALS UNDER GENERAL VOLATILITY DYNAMICS (Q4959130) (← links)
- LAMN property for the drift and volatility parameters of a sde driven by a stable Lévy process (Q4967796) (← links)
- Application of convolution theorems in semiparametric models with non-i. i. d. data (Q5928946) (← links)
- LAMN property for jump diffusion processes with discrete observations on a fixed time interval (Q6101686) (← links)
- Le Cam-Stratonovich-Boole theory for Itô diffusions (Q6112114) (← links)
- Local asymptotic normality for ergodic jump-diffusion processes via transition density approximation (Q6160980) (← links)
- Asymptotically efficient estimation for diffusion processes with nonsynchronous observations (Q6176239) (← links)
- Optimal stable Ornstein-Uhlenbeck regression (Q6176241) (← links)