Asymptotic inference for semimartingale models with singular parameter points
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- A note on statistical inference for a class of diffusions and approximate diffusions
- A stochastic integral in storage theory
- A theory of dams with continuous input and a general release rule
- Asymptotic inference for nearly nonstationary AR(1) processes
- Asymptotic methods in statistical decision theory
- Asymptotic minimax results for stochastic process families with critical points
- Asymptotics in statistics: some basic concepts
- Asymptotics of maximum likelihood estimators for the Curie-Weiss model
- Calcul stochastique et problèmes de martingales
- Comparison of location models for stochastic processes
- Convergence en loi des suites d'integrales stochastiques sur l'espace \({\mathbb{D}}^ 1\) de Skorokhod. (Convergence in law of sequences of stochastic integrals on the Skorokhod space \({\mathbb{D}}^ 1)\)
- Estimation of the means in the branching process with immigration
- Inference for earthquake models: A self-correcting model
- Limiting distributions of least squares estimates of unstable autoregressive processes
- Linear stochastic systems with constant coefficients. A statistical approach
- Local asymptotic mixed normality for semimartingale experiments
- Mathematical theory of statistics. Statistical experiments and asymptotic decision theory
- Maximum likelihood estimation for continuous-time stochastic processes
- Multiple Time Series Regression with Integrated Processes
- ON ASYMPTOTIC INFERENCE IN COINTEGRATED TIME SERIES WITH FRACTIONALLY INTEGRATED ERRORS
- On contiguity of probability measures corresponding to semimartingales
- Parameter estimation for the simple self-correcting point process
- Sequential estimation for branching processes with immigration
- Some comments concerning a curious singularity
- The Limiting Distribution of the Serial Correlation Coefficient in the Explosive Case
- Towards a unified asymptotic theory for autoregression
Cited in
(8)- Asymptotic behavior of maximum likelihood estimator for time inhomogeneous diffusion processes
- Statistical inference and Malliavin calculus
- Local asymptotic quadraticity of stochastic process models based on stopping times
- Asymptotic behavior of maximum likelihood estimators for a jump-type Heston model
- Hypotheses testing: Poisson versus stress-release
- Asymptotic properties of maximum likelihood estimator for the growth rate for a jump-type CIR process based on continuous time observations
- Asymptotic properties of maximum likelihood estimator for the growth rate of a stable CIR process based on continuous time observations
- Inference for Continuous Semimartingales Observed at High Frequency
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