Pages that link to "Item:Q947158"
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The following pages link to Approximate martingale estimating functions for stochastic differential equations with small noises (Q947158):
Displayed 16 items.
- Maximum likelihood type estimation for discretely observed CIR model with small \(\alpha\)-stable noises (Q342738) (← links)
- Least squares estimators for discretely observed stochastic processes driven by small Lévy noises (Q391568) (← links)
- Small noise fluctuations of the CIR model driven by \(\alpha\)-stable noises (Q466985) (← links)
- Least squares estimators for stochastic differential equations driven by small Lévy noises (Q529425) (← links)
- Least squares estimator for discretely observed Ornstein-Uhlenbeck processes with small Lévy noises (Q731952) (← links)
- Statistical inference for stochastic differential equations with small noises (Q1724191) (← links)
- On penalized estimation for dynamical systems with small noise (Q1753155) (← links)
- Hybrid estimators for small diffusion processes based on reduced data (Q1785794) (← links)
- Trajectory fitting estimation for a class of SDEs with small Lévy noises (Q2083427) (← links)
- A martingale formulation for stochastic compartmental susceptible-infected-recovered (SIR) models to analyze finite size effects in COVID-19 case studies (Q2086995) (← links)
- Least squares estimator for path-dependent McKean-Vlasov SDEs via discrete-time observations (Q2153080) (← links)
- Least squares estimation for path-distribution dependent stochastic differential equations (Q2245071) (← links)
- Quasi likelihood analysis of volatility and nondegeneracy of statistical random field (Q2447656) (← links)
- (Q5879927) (← links)
- Parameter estimation for Ornstein-Uhlenbeck driven by Ornstein-Uhlenbeck processes with small Lévy noises (Q6046185) (← links)
- Adaptive inference for small diffusion processes based on sampled data (Q6169614) (← links)