Pages that link to "Item:Q4127234"
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The following pages link to Maximum likelihood estimation for continuous-time stochastic processes (Q4127234):
Displayed 49 items.
- Local asymptotic mixed normality for discretely observed non-recurrent Ornstein-Uhlenbeck processes (Q421403) (← links)
- Estimation of parameters for discretely observed diffusion processes with a variety of rates for information (Q421429) (← links)
- Sharp large deviations for the non-stationary Ornstein-Uhlenbeck process (Q449228) (← links)
- Deterministic equivalents of additive functionals of recurrent diffusions and drift estimation (Q623478) (← links)
- Notes on drift estimation for certain non-recurrent diffusion processes from sampled data (Q734708) (← links)
- Inference for the diffusion models of neuronal activity (Q788449) (← links)
- The parameters of the stochastic leaky integrate-and-fire neuronal model (Q849517) (← links)
- Estimation for queues from queue length data (Q877794) (← links)
- On parameter estimation in population models (Q884323) (← links)
- Statistical models: conventional, penalized and hierarchical likelihood (Q975572) (← links)
- Asymptotic inference for stochastic processes (Q1143730) (← links)
- Locally most powerful sequential tests for stochastic processes (Q1161022) (← links)
- Optimal estimation for semimartingale neuronal models (Q1200653) (← links)
- Local asymptotic mixed normality for semimartingale experiments (Q1203345) (← links)
- The efficiency criteria problem for stochastic processes (Q1248316) (← links)
- A utility based approach to information for stochastic differential equations (Q1312299) (← links)
- Recursive identification in continuous-time stochastic processes (Q1316601) (← links)
- Asymptotic inference for semimartingale models with singular parameter points (Q1330191) (← links)
- Exponential families of stochastic processes and Lévy processes (Q1330193) (← links)
- Conditional tail probabilities in continuous-time martingale LLN with application to parameter estimation in diffusions (Q1332319) (← links)
- Maximum likelihood estimation of hidden Markov processes (Q1429106) (← links)
- Asymptotic likelihood estimation from birth and death on a flow (Q1816978) (← links)
- Drift estimation of a certain class of diffusion processes from discrete observation (Q1913464) (← links)
- Asymptotically optimal parameter estimation under communication constraints (Q1940772) (← links)
- Quasi maximum likelihood estimation for strongly mixing state space models and multivariate Lévy-driven CARMA processes (Q1950896) (← links)
- Asymptotic properties of an estimator of the drift coefficients of multidimensional Ornstein-Uhlenbeck processes that are not necessarily stable (Q1951803) (← links)
- Estimation of parameters of linear homogeneous stochastic differential equations (Q1965895) (← links)
- Parameter estimation for the non-stationary Ornstein-Uhlenbeck process with linear drift (Q2254753) (← links)
- Asymptotic behavior of maximum likelihood estimator for time inhomogeneous diffusion processes (Q2270284) (← links)
- Parameter maximum likelihood estimation problem for time periodic modulated drift Ornstein Uhlenbeck processes (Q2339216) (← links)
- Information quantities in non-classical settings (Q2365194) (← links)
- On Ornstein-Uhlenbeck driven by Ornstein-Uhlenbeck processes (Q2446700) (← links)
- Second-order continuous-time non-stationary Gaussian autoregression (Q2450913) (← links)
- Extinction times for a birth--death process with two phases (Q2507170) (← links)
- Uniform law of large numbers and consistency of estimators for Harris diffusions (Q2573258) (← links)
- Some results on first order stochastic models and estimation for diffusion approximation of the multitype galton–watson process (Q3344950) (← links)
- ASYMPTOTIC THEORY FOR EMPIRICAL SIMILARITY MODELS (Q3580633) (← links)
- Inférence statistique dans les processus stochastiques: Aperçu historique (Q3774781) (← links)
- Non-parametric estimation for partially observed transient diffusion processes (Q3799498) (← links)
- Sobre la estimacion del coeficiente de tendencia en procesos de difusion con paradas aleatorias (Q3804040) (← links)
- Bounds for the Equivalence of Bayes and Maximum Likelihood Estimators for a Class of Diffusion Processes (Q3989507) (← links)
- Maximum likelihood estimation in birth-death process allowing catastrophes (Q4337036) (← links)
- ASYMPTOTIC INFERENCE FOR THE PARAMETERS OF A DISCRETE‐TIME SQUARE‐ROOT PROCESS (Q4372032) (← links)
- Asymptotic distribution of MLE’s of the parameters for a diffusion model with catastrophes and some related inference problems (Q4465491) (← links)
- NORMING RATES AND LIMIT THEORY FOR SOME TIME‐VARYING COEFFICIENT AUTOREGRESSIONS (Q5176865) (← links)
- On One Approach to Estimation of Parameters of a Two-Dimensional Process of Linear Diffusion in Nonstationary Case (Q5255342) (← links)
- Inference for stochastic neuronal models (Q5899962) (← links)
- Inference for stochastic neuronal models (Q5919264) (← links)
- Accuracy of normal approximation for the maximum likelihood estimator and Bayes estimators in the Ornstein-Uhlenbeck process using random normings (Q5951996) (← links)
