Parametric inference for discretely observed non-ergodic diffusions
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Cited in
(36)- Parametric estimation for discretely observed stochastic processes with jumps
- AIC type statistics for discretely observed ergodic diffusion processes
- Parametric Inference for Discretely Sampled Stochastic Differential Equations
- Statistical inference for nonergodic weighted fractional Vasicek models
- Consistency of the drift parameter estimator for the discretized fractional Ornstein-Uhlenbeck process with Hurst index \(H\in(0,\frac{1}{2})\)
- Non-parametric estimation of the coefficients of ergodic diffusion processes based on high-frequency data
- Least squares estimation for non-ergodic weighted fractional Ornstein-Uhlenbeck process of general parameters
- Consistency of Bayesian nonparametric inference for discretely observed jump diffusions
- Strong consistency of the Bayesian estimator for the Ornstein-Uhlenbeck process
- Parameter estimation for discretely observed non-ergodic fractional Ornstein-Uhlenbeck processes of the second kind
- Contrast-based information criterion for ergodic diffusion processes from discrete observations
- Empirical \(L^2\)-distance test statistics for ergodic diffusions
- Non-parametric estimation for partially observed transient diffusion processes
- Parametric inference for hypoelliptic ergodic diffusions with full observations
- Estimation of parameters for discretely observed diffusion processes with a variety of rates for information
- Local asymptotic mixed normality for discretely observed non-recurrent Ornstein-Uhlenbeck processes
- GARCH modelling in continuous time for irregularly spaced time series data
- On nonergodicity for nonparametric autoregressive models
- Estimation of stochastic volatility models by nonparametric filtering
- Asymptotic properties for the parameter estimation in Ornstein-Uhlenbeck process with discrete observations
- Notes on drift estimation for certain non-recurrent diffusion processes from sampled data
- Parametric estimation for non recurrent diffusion processes
- Parametric inference for diffusions observed at stopping times
- On inference for partially observed nonlinear diffusion models using the Metropolis-Hastings algorithm
- Least squares type estimation for discretely observed non-ergodic Gaussian Ornstein-Uhlenbeck processes
- Quantifying Model Uncertainties in Complex Systems
- Parametric inference for discretely observed subordinate diffusions
- scientific article; zbMATH DE number 3953969 (Why is no real title available?)
- Is a Brownian Motion Skew?
- Parameter estimation for certain nonstationary processes driven by α-stable motions
- Efficient pointwise estimation based on discrete data in ergodic nonparametric diffusions
- Parametric inference for discretely observed multidimensional diffusions with small diffusion coefficient
- Asymptotic theory for explosive fractional Ornstein-Uhlenbeck processes
- Parametric estimation from approximate data: non-Gaussian diffusions
- Empirical likelihood-based inference for nonparametric recurrent diffusions
- LAMN property for multivariate inhomogeneous diffusions with discrete observations
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