Asymptotic inference for stochastic processes
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Point estimation (62F10) Asymptotic properties of parametric estimators (62F12) Bayesian inference (62F15) Nonparametric estimation (62G05) Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Markov processes: estimation; hidden Markov models (62M05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of parametric tests (62F05) Sequential statistical analysis (62L10) Markov processes: hypothesis testing (62M02) Non-Markovian processes: estimation (62M09) Diffusion processes (60J60) Sequential estimation (62L12) Non-Markovian processes: hypothesis testing (62M07)
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- Maximum likelihood estimation in the birth-and-death process
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- Nonparametric Identification for Diffusion Processes
- Nonparametric estimation in Markov processes
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- On Bayes procedures
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Cited in
(13)- Stochastic gradient descent in continuous time: a central limit theorem
- Martingale Estimating Functions for Stochastic Processes: A Review Toward a Unifying Tool
- Goodness-of-fit test for stochastic processes using even empirical moments statistic
- Parameter estimation in continuous-time stochastic processes
- Bayesian analysis for finite Markov chains
- Estimation of the drift for diffusion process
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- Stochastic gradient descent in continuous time
- A note on statistical inference for a class of diffusions and approximate diffusions
- A note on asymptotic inference in a class of non-stationary processes
- Bayesian analysis of the COVID-19 pandemic using a Poisson process with change-points
- Recursive identification in continuous-time stochastic processes
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