The following pages link to (Q5647770):
Displayed 8 items.
- On sequential estimation of the parameters of continuous-time trigonometric regression (Q315178) (← links)
- Bayesian parameter estimation and prediction in mean reverting stochastic diffusion models (Q1000051) (← links)
- Markov stopping sets and stochastic integrals. Application in sequential estimation for a random diffusion field (Q1825571) (← links)
- Confidence estimation of autoregressive parameters based on noisy data (Q1982848) (← links)
- AR(1) processes driven by second-chaos white noise: Berry-Esséen bounds for quadratic variation and parameter estimation (Q2145806) (← links)
- A truncated estimation method with guaranteed accuracy (Q2434139) (← links)
- Sequential $\delta$-Optimal Consumption and Investment for Stochastic Volatility Markets with Unknown Parameters (Q3178724) (← links)
- (Q5042767) (← links)