Pages that link to "Item:Q873605"
From MaRDI portal
The following pages link to Ergodicity and exponential \(\beta\)-mixing bounds for multidimensional diffusions with jumps (Q873605):
Displaying 50 items.
- On the consistency of the MLE for Ornstein-Uhlenbeck and other selfdecomposable processes (Q265662) (← links)
- Estimation of continuous-time stochastic volatility models with jumps using high-frequency data (Q301970) (← links)
- Algebraic ergodicity for SDEs driven by Lévy processes (Q334012) (← links)
- Convergence of Gaussian quasi-likelihood random fields for ergodic Lévy driven SDE observed at high frequency (Q367001) (← links)
- V-uniform ergodicity of a continuous time asymmetric power GARCH(1,1) model (Q434725) (← links)
- Exponential ergodicity for SDEs with jumps and non-Lipschitz coefficients (Q457095) (← links)
- Local linear estimator for stochastic differential equations driven by \(\alpha\)-stable Lévy motions (Q476746) (← links)
- \(\Phi\)-entropy inequality and application for SDEs with jumps (Q488530) (← links)
- Predictive density construction and accuracy testing with multiple possibly misspecified diffusion models (Q530607) (← links)
- Asymptotic and spectral properties of exponentially \(\phi\)-ergodic Markov processes (Q544504) (← links)
- Spectral estimation of the Lévy density in partially observed affine models (Q544516) (← links)
- Quasi-likelihood analysis for the stochastic differential equation with jumps (Q644964) (← links)
- Statistical inference for time-changed Lévy processes via composite characteristic function estimation (Q651029) (← links)
- Exponential ergodicity and regularity for equations with Lévy noise (Q655319) (← links)
- Statistical specification of jumps under semiparametric semimartingale models (Q734535) (← links)
- Infinite horizon stopping problems with (nearly) total reward criteria (Q744226) (← links)
- Invariant density adaptive estimation for ergodic jump-diffusion processes over anisotropic classes (Q830713) (← links)
- Criteria for ergodicity of Lévy type operators in dimension one (Q952833) (← links)
- Model selection for Lévy measures in diffusion processes with jumps from discrete observations (Q958809) (← links)
- Exponential ergodicity of the solutions to SDE's with a jump noise (Q1004409) (← links)
- Low-rank diffusion matrix estimation for high-dimensional time-changed Lévy processes (Q1621717) (← links)
- Ergodic properties of generalized Ornstein-Uhlenbeck processes (Q1683812) (← links)
- Weak dependence and GMM estimation of supOU and mixed moving average processes (Q1722057) (← links)
- Ergodicity of a Lévy-driven SDE arising from multiclass many-server queues (Q1737963) (← links)
- Asymptotics for stochastic reaction-diffusion equation driven by subordinate Brownian motion (Q1747797) (← links)
- Successful couplings for a class of stochastic differential equations driven by Lévy processes (Q1933988) (← links)
- Nadaraya-Watson estimator for stochastic processes driven by stable Lévy motions (Q1951162) (← links)
- Approximate self-weighted LAD estimation of discretely observed ergodic Ornstein-Uhlenbeck processes (Q1952068) (← links)
- Online drift estimation for jump-diffusion processes (Q1983620) (← links)
- Generalized moment estimators for \(\alpha\)-stable Ornstein-Uhlenbeck motions from discrete observations (Q1984645) (← links)
- Periodic homogenization of a Lévy-type process with small jumps (Q2021727) (← links)
- Nonparametric drift estimation for diffusions with jumps driven by a Hawkes process (Q2023465) (← links)
- Joint estimation for volatility and drift parameters of ergodic jump diffusion processes via contrast function (Q2040941) (← links)
- Parametric inference for small variance and long time horizon McKean-Vlasov diffusion models (Q2074311) (← links)
- Exponential ergodicity for SDEs and McKean-Vlasov processes with Lévy noise (Q2077338) (← links)
- Adaptive invariant density estimation for continuous-time mixing Markov processes under sup-norm risk (Q2083865) (← links)
- High-frequency estimation of the Lévy-driven graph Ornstein-Uhlenbeck process (Q2084463) (← links)
- Homogenization of nonlocal partial differential equations related to stochastic differential equations with Lévy noise (Q2137035) (← links)
- Likelihood theory for the graph Ornstein-Uhlenbeck process (Q2144193) (← links)
- Ergodicity of stochastic differential equations with jumps and singular coefficients (Q2179236) (← links)
- Estimation of state-dependent jump activity and drift for Markovian semimartingales (Q2189127) (← links)
- Convergence to equilibrium for time-inhomogeneous jump diffusions with state-dependent jump intensity (Q2209322) (← links)
- On sub-geometric ergodicity of diffusion processes (Q2214251) (← links)
- Statistical inference for misspecified ergodic Lévy driven stochastic differential equation models (Q2274269) (← links)
- Estimating functions for jump-diffusions (Q2274300) (← links)
- Non parametric estimation of the diffusion coefficients of a diffusion with jumps (Q2280030) (← links)
- Irreducibility and asymptotics of stochastic Burgers equation driven by \(\alpha \)-stable processes (Q2302346) (← links)
- Gradient estimates and ergodicity for SDEs driven by multiplicative Lévy noises via coupling (Q2309598) (← links)
- On the asymptotic properties of Bayes-type estimators with general loss functions (Q2317246) (← links)
- Long-run analysis of the stochastic replicator dynamics in the presence of random jumps (Q2319666) (← links)
