Estimating discontinuous periodic signals in a time inhomogeneous diffusion
From MaRDI portal
Publication:2431003
Recommendations
- Estimating a periodicity parameter in the drift of a time inhomogeneous diffusion
- On LAN for parametrized continuous periodic signals in a time inhomogeneous diffusion
- Wavelet estimation in diffusions with periodicity
- On frequency estimation for a periodic ergodic diffusion process
- Publication:3026093
Cites work
- scientific article; zbMATH DE number 3886816 (Why is no real title available?)
- scientific article; zbMATH DE number 3936201 (Why is no real title available?)
- scientific article; zbMATH DE number 4034749 (Why is no real title available?)
- scientific article; zbMATH DE number 4106658 (Why is no real title available?)
- scientific article; zbMATH DE number 3662979 (Why is no real title available?)
- scientific article; zbMATH DE number 43057 (Why is no real title available?)
- scientific article; zbMATH DE number 48952 (Why is no real title available?)
- scientific article; zbMATH DE number 51724 (Why is no real title available?)
- scientific article; zbMATH DE number 3426635 (Why is no real title available?)
- A characterization of limiting distributions of regular estimates
- A stochastic model and a functional central limit theorem for information processing in large systems of neurons
- An Asymptotic Representation Theorem
- Asymptotics in statistics: some basic concepts
- Constrained Markov Decision Chains
- Delay estimation for some stationary diffusion-type processes
- Diffusion approximation of the neuronal model with synaptic reversal potentials
- Diffusions and Elliptic Operators
- Estimation of the input parameters in the Feller neuronal model
- Exact computation of the asymptotic efficiency of maximum likelihood estimators of a discontinuous signal in a Gaussian white noise
- Lois asymptotiques des tests et estimateurs de rupture dans un modèle statistique classique
- Markov chains and stochastic stability
- Mathematical theory of statistics. Statistical experiments and asymptotic decision theory
- On Bernstein-type inequalities for martingales.
- On a set of data for the membrane potential in a neuron
- On limiting likelihood ratio processes of some change-point type statistical models
- Statistical inference for ergodic diffusion processes.
Cited in
(26)- Nonparametric estimation of periodic signal disturbed by α-stable noises
- Ergodicity for a stochastic Hodgkin-Huxley model driven by Ornstein-Uhlenbeck type input
- Wavelet estimation in diffusions with periodicity
- An ergodic theorem for asymptotically periodic time-inhomogeneous Markov processes, with application to quasi-stationarity with moving boundaries
- Parameter maximum likelihood estimation problem for time periodic modulated drift Ornstein Uhlenbeck processes
- Estimation and testing in generalized mean-reverting processes with change-point
- Estimating a periodicity parameter in the drift of a time inhomogeneous diffusion
- Nonparametric estimation for periodic stochastic differential equations driven by \(G\)-Brownian motion
- On LAN for parametrized continuous periodic signals in a time inhomogeneous diffusion
- Oracle inequalities for the stochastic differential equations
- Robust model selection for a semimartingale continuous time regression from discrete data
- Local asymptotic normality for shape and periodicity of a signal in the drift of a degenerate diffusion with internal variables
- Ergodicity and limit theorems for degenerate diffusions with time periodic drift. Application to a stochastic Hodgkin-Huxley model
- On the final size of epidemics in random environment
- Robust adaptive efficient estimation for semi-Markov nonparametric regression models
- Local asymptotic normality for shape and periodicity in the drift of a time inhomogeneous diffusion
- \(Q\)-processes and asymptotic properties of Markov processes conditioned not to hit moving boundaries
- Improved estimation method for high dimension semimartingale regression models based on discrete data
- Level 2.5 large deviations for continuous-time Markov chains with time periodic rates
- Change point testing for the drift parameters of a periodic mean reversion process
- On compound Poisson processes arising in change-point type statistical models as limiting likelihood ratios
- On the asymptotic behavior of solutions of the Cauchy problem for parabolic equations with time periodic coefficients
- On the asymptotic behavior of solutions of the Cauchy problem for parabolic equations with time periodic coefficients
- scientific article; zbMATH DE number 6285794 (Why is no real title available?)
- On frequency estimation for a periodic ergodic diffusion process
- Langevin dynamics with space-time periodic nonequilibrium forcing
This page was built for publication: Estimating discontinuous periodic signals in a time inhomogeneous diffusion
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2431003)
