Pages that link to "Item:Q816989"

The following pages link to Asymptotic statistical equivalence for scalar ergodic diffusions (Q816989):

Displaying 23 items.

• Asymptotic equivalence of discretely observed diffusion processes and their Euler scheme: small variance case (Q265666) (← links)
• Limit experiments of GARCH (Q408085) (← links)
• Asymptotic equivalence of nonparametric autoregression and nonparametric regression (Q449943) (← links)
• Tight conditions for consistency of variable selection in the context of high dimensionality (Q741803) (← links)
• Asymptotic statistical equivalence for ergodic diffusions: the multidimensional case (Q866947) (← links)
• Asymptotic equivalence for pure jump Lévy processes with unknown Lévy density and Gaussian white noise (Q901300) (← links)
• On Nummelin splitting for continuous time Harris recurrent Markov processes and application to kernel estimation for multi-dimensional diffusions (Q936393) (← links)
• The Le Cam distance between density estimation, Poisson processes and Gaussian white noise (Q1739120) (← links)
• Minimax hypothesis testing for curve registration (Q1950851) (← links)
• Nonparametric drift estimation for i.i.d. paths of stochastic differential equations (Q1996772) (← links)
• Adaptive estimation for degenerate diffusion processes (Q2044342) (← links)
• Gaussianization machines for non-Gaussian function estimation models (Q2194580) (← links)
• Nonparametric statistical inference for drift vector fields of multi-dimensional diffusions (Q2196225) (← links)
• Asymptotic nonequivalence of density estimation and Gaussian white noise for small densities (Q2291968) (← links)
• Statistical inference in compound functional models (Q2447291) (← links)
• Statistical convergence of Markov experiments to diffusion limits (Q2448706) (← links)
• Asymptotic equivalence of nonparametric diffusion and Euler scheme experiments (Q2510830) (← links)
• Asymptotic equivalence for inhomogeneous jump diffusion processes and white noise (Q2786493) (← links)
• Le cam theory on the comparison of statistical models (Q5043133) (← links)
• Nonparametric estimation for independent and identically distributed stochastic differential equations with space-time dependent coefficients (Q6554970) (← links)
• Parametric inference for ergodic McKean-Vlasov stochastic differential equations (Q6565310) (← links)
• Learning to reflect: a unifying approach for data-driven stochastic control strategies (Q6565314) (← links)
• Sharp adaptive and pathwise stable similarity testing for scalar ergodic diffusions (Q6608683) (← links)