Non-adaptive estimation for degenerate diffusion processes
From MaRDI portal
Cites work
- A contrast estimator for completely or partially observed hypoelliptic diffusion
- Adaptive estimation for degenerate diffusion processes
- Adaptive estimation for stochastic damping Hamiltonian systems under partial observation
- Adaptive estimation of an ergodic diffusion process based on sampled data
- Estimation for diffusion processes from discrete observation
- Estimation of an Ergodic Diffusion from Discrete Observations
- scientific article; zbMATH DE number 4126526 (Why is no real title available?)
- Hypoelliptic diffusions: filtering and inference from complete and partial observations
- Hypoelliptic stochastic Fitzhugh-Nagumo neuronal model: mixing, up-crossing and estimation of the spike rate
- Large and moderate deviations and exponential convergence for stochastic damping Hamiltonian systems.
- Optimal control for parameter estimation in partially observed hypoelliptic stochastic differential equations
- Parameter Estimation for a Discretely Observed Integrated Diffusion Process
- Polynomial type large deviation inequalities and quasi-likelihood analysis for stochastic differential equations
Cited in
(2)
This page was built for publication: Non-adaptive estimation for degenerate diffusion processes
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6545141)
