Pages that link to "Item:Q398577"
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The following pages link to Adaptive Bayes type estimators of ergodic diffusion processes from discrete observations (Q398577):
Displaying 22 items.
- AIC type statistics for discretely observed ergodic diffusion processes (Q466057) (← links)
- Penalized least squares approximation methods and their applications to stochastic processes (Q830256) (← links)
- Hybrid estimators for stochastic differential equations from reduced data (Q1656855) (← 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)
- Global jump filters and quasi-likelihood analysis for volatility (Q2042527) (← 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)
- LAMN property for multivariate inhomogeneous diffusions with discrete observations (Q2168085) (← links)
- Regularized bridge-type estimation with multiple penalties (Q2230875) (← links)
- On approximation of BSDE and multi-step MLE-processes (Q2296084) (← links)
- Empirical \(L^2\)-distance test statistics for ergodic diffusions (Q2316339) (← links)
- On the asymptotic properties of Bayes-type estimators with general loss functions (Q2317246) (← links)
- Adaptive test for ergodic diffusions plus noise (Q2317323) (← links)
- Partial quasi-likelihood analysis (Q2329845) (← links)
- Hybrid multi-step estimators for stochastic differential equations based on sampled data (Q2350913) (← 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)
- (Q5879927) (← links)
- Parameter estimation for a linear parabolic SPDE model in two space dimensions with a small noise (Q6155089) (← links)
- Simplified quasi-likelihood analysis for a locally asymptotically quadratic random field (Q6664135) (← links)
