Estimation for Discretely Observed Small Diffusions Based on Approximate Martingale Estimating Functions
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Cites work
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Cited in
(40)- Estimation for stochastic differential equations with a small diffusion coefficient
- Estimation for diffusion processes from discrete observation
- Asymptotic expansions of Bayes estimators for small diffusions
- Small-diffusion asymptotics for discretely sampled stochastic differential equations
- On penalized estimation for dynamical systems with small noise
- Hybrid estimators for small diffusion processes based on reduced data
- Optimality and small \(\Delta\)-optimality of martingale estimating functions
- Trajectory fitting estimation for a class of SDEs with small Lévy noises
- Least squares estimator for path-dependent McKean-Vlasov SDEs via discrete-time observations
- Least-squares estimators based on the Adams method for stochastic differential equations with small Lévy noise
- Least squares estimation for path-distribution dependent stochastic differential equations
- Estimating functions for jump-diffusions
- Parametric inference for discretely observed multidimensional diffusions with small diffusion coefficient
- Quasi likelihood analysis of volatility and nondegeneracy of statistical random field
- Asymptotic equivalence of discretely observed diffusion processes and their Euler scheme: small variance case
- Least squares estimators for stochastic differential equations with Markovian switching
- Discretely observed diffusions: Approximation of the continuous-time score function
- Discretely observed diffusions: Classes of estimating functions and small -optimality
- Martingale estimating functions based on eigenfunctions for discretely observed small diffusions
- Joint analysis and estimation of stock prices and trading volume in Barndorff-Nielsen and Shephard stochastic volatility models
- Least squares estimator for stochastic differential equations driven by small fractional Lévy noises from discrete observations
- Maximum likelihood type estimation for discretely observed CIR model with small \(\alpha\)-stable noises
- Least squares estimators for discretely observed stochastic processes driven by small Lévy noises
- Computational Aspects Related to Martingale Estimating Functions for a Discretely Observed Diffusion
- scientific article; zbMATH DE number 1775120 (Why is no real title available?)
- Discrete-time statistical inference for multiscale diffusions
- Small noise fluctuations of the CIR model driven by \(\alpha\)-stable noises
- Estimation for Dynamical Systems with Small Noise from Discrete Observations
- Discrete-time inference for slow-fast systems driven by fractional Brownian motion
- Least squares estimators for stochastic differential equations driven by small Lévy noises
- scientific article; zbMATH DE number 7660132 (Why is no real title available?)
- Parameter estimation for Ornstein-Uhlenbeck driven by Ornstein-Uhlenbeck processes with small Lévy noises
- Parameter estimation for a linear parabolic SPDE model in two space dimensions with a small noise
- Adaptive inference for small diffusion processes based on sampled data
- Least squares estimation for the Ornstein-Uhlenbeck process with small Hermite noise
- New results for drift estimation in inhomogeneous stochastic differential equations
- Parameter estimation of stochastic SIR model driven by small Lévy noise with time-dependent periodic transmission
- Least squares estimator for discretely observed Ornstein-Uhlenbeck processes with small Lévy noises
- Quasi-likelihood analysis for nonsynchronously observed diffusion processes
- Approximate martingale estimating functions for stochastic differential equations with small noises
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