The following pages link to (Q3692624):
Displayed 21 items.
- LAMN property for hidden processes: the case of integrated diffusions (Q731453) (← links)
- Local asymptotic mixed normality property for nonsynchronously observed diffusion processes (Q888473) (← links)
- The asymptotic spread of estimators (Q916250) (← links)
- A note on asymptotic inference in a class of non-stationary processes (Q1056179) (← links)
- Asymptotic minimax results for stochastic process families with critical points (Q1208935) (← links)
- A utility based approach to information for stochastic differential equations (Q1312299) (← links)
- Parametric inference for nonsynchronously observed diffusion processes in the presence of market microstructure noise (Q1750086) (← links)
- The robust focused information criterion for strong mixing stochastic processes with \(\mathscr{L}^2\)-differentiable parametric densities (Q2023474) (← links)
- A note on the local asymptotic mixed normality of a controlled branching process with a random control function (Q2070638) (← links)
- Variation and efficiency of high-frequency betas (Q2116364) (← links)
- On approximation of BSDE and multi-step MLE-processes (Q2296084) (← links)
- On the asymptotic properties of Bayes-type estimators with general loss functions (Q2317246) (← links)
- Local asymptotic mixed normality property for discretely observed stochastic differential equations driven by stable Lévy processes (Q2342396) (← links)
- Adaptive estimation of continuous-time regression models using high-frequency data (Q2398973) (← links)
- An infinite dimensional convolution theorem with applications to the efficient estimation of the integrated volatility (Q2447642) (← links)
- Bayesian prediction and model selection for locally asymptotically mixed normal models (Q2455737) (← links)
- EFFICIENT ESTIMATION OF INTEGRATED VOLATILITY FUNCTIONALS UNDER GENERAL VOLATILITY DYNAMICS (Q4959130) (← links)
- LAMN property for the drift and volatility parameters of a sde driven by a stable Lévy process (Q4967796) (← links)
- Asymptotic Risk and Bayes Risk of Thresholding and Superefficient Estimates and Optimal Thresholding (Q5167876) (← links)
- Malliavin calculus techniques for local asymptotic mixed normality and their application to hypoelliptic diffusions (Q6120824) (← links)
- Optimal nonparametric range-based volatility estimation (Q6193007) (← links)