scientific article
From MaRDI portal
Publication:3330343
zbMath0542.62073MaRDI QIDQ3330343
Publication date: 1984
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
asymptotic propertieslocal asymptotic normalitypoint processesergodic processesdiffusion type processescontinuity of measuresmultidimensional processesLAN familiesprocesses with small diffusions
Non-Markovian processes: estimation (62M09) Markov processes: estimation; hidden Markov models (62M05) Research exposition (monographs, survey articles) pertaining to statistics (62-02) Inference from stochastic processes (62Mxx)
Related Items (only showing first 100 items - show all)
Semiparametric estimation of a functional of the drift coefficient for a non-homogeneous dynamical system with small noise ⋮ FUNCTIONAL ESTIMATION BY ASYMPTOTIC REGRESSION ⋮ On the Stability of Prices of Contingent Claims in Incomplete Models Under Statistical Estimations ⋮ Estimation for discretely observed diffusions using transform functions ⋮ Introduction to Stochastic Models in Biology ⋮ Asymptotic Properties of Drift Parameter Estimator Based on Discrete Observations of Stochastic Differential Equation Driven by Fractional Brownian Motion ⋮ Parameter estimation of stochastic differential equation driven by small fractional noise ⋮ On minimax robust testing of composite hypotheses on Poisson process intensity ⋮ Improved estimation method for high dimension semimartingale regression models based on discrete data ⋮ Le Cam-Stratonovich-Boole theory for Itô diffusions ⋮ Online parameter estimation for the McKean-Vlasov stochastic differential equation ⋮ Differentiablity of point process models and asymptotic efficiency of differentiable functionals ⋮ Adaptive inference for small diffusion processes based on sampled data ⋮ Two-timescale stochastic gradient descent in continuous time with applications to joint online parameter estimation and optimal sensor placement ⋮ Unnamed Item ⋮ On Stein's lemma in hypotheses testing in general non-asymptotic case ⋮ Schémas de discrétisation anticipatifs et estimation du paramètre de dérive d'une diffusion ⋮ Mixed-Poisson point process with partially observed covariates: ecological momentary assessment of smoking ⋮ Estimation of intrinsic growth factors in a class of stochastic population model ⋮ Non parametric estimation for fractional diffusion processes with random effects ⋮ Discrete-Time Statistical Inference for Multiscale Diffusions ⋮ Maximum likelihood estimation in Skorohod stochastic differential equations ⋮ On multiple change-point estimation for Poisson process ⋮ Approximation of continuous time stochastic processes by a local linearization method ⋮ Non parametric estimation of the diffusion coefficient of a diffusion process ⋮ Estimation for Discretely Observed Small Diffusions Based on Approximate Martingale Estimating Functions ⋮ Parameter estimation in a verhulst stochastic model ⋮ Accuracy of normal approximation for the maximum likelihood estimator and Bayes estimators in the Ornstein-Uhlenbeck process using random normings ⋮ Subsampling Continuous Parameter Random Fields and a Bernstein Inequality ⋮ Maximum Likelihood Estimation in Partially Observed Stochastic Differential System Driven by a Fractional Brownian Motion ⋮ On Empirical Processes for Ergodic Diffusions and Rates of Convergence of M‐estimators ⋮ Improved robust model selection methods for a Lévy nonparametric regression in continuous time ⋮ Hypotheses Testing: Poisson Versus Self-exciting ⋮ Rényi Statistics in Directed Families of Exponential Experiments* ⋮ Unnamed Item ⋮ Regularity conditions and the maximum likelihood estimation in dynamical systems with small fractional Brownian noise ⋮ Estimation of change point for switching fractional diffusion processes ⋮ Estimation of Drift Parameter and Change Point for Switching Fractional Diffusion Processes ⋮ Estimation of the drift for diffusion process ⋮ Asymptotic expansions of Bayes estimators for small diffusions ⋮ Asymptotic equivalence of discretely observed diffusion processes and their Euler scheme: small variance case ⋮ Statistical inference for ergodic point processes and application to limit order book ⋮ Method of moments estimators and multi-step MLE for Poisson processes ⋮ Adaptive estimator for a parabolic linear SPDE with a small noise ⋮ Nonconsistent estimation by diffusion type observations ⋮ Parametric estimation for a parabolic linear SPDE model based on discrete observations ⋮ Parameter estimation for continuous time hidden Markov processes ⋮ On minimum uniform metric estimate of parameters of diffusion-type processes ⋮ Quasi-likelihood analysis and its applications ⋮ Adaptive efficient analysis for big data ergodic diffusion models ⋮ Conditions equivalent to consistency of approximate MLE's for stochastic processes ⋮ On drift parameter estimation for mean-reversion type stochastic differential equations with discrete observations ⋮ Quasi-likelihood analysis for marked point processes and application to marked Hawkes processes ⋮ On the robust estimation in Poisson processes with periodic intensities ⋮ Estimating a parametric trend component in a continuous-time jump-type process ⋮ Local asymptotic normality of a sequential model for marked point processes and its applications ⋮ Some problems of nonparametric estimation by observations of ergodic diffusion process ⋮ Statistical aspects of the fractional stochastic calculus ⋮ Oracle inequalities for the stochastic differential equations ⋮ Marked point processes and intensity ratios for limit order book modeling ⋮ On the Hellinger type distances for filtered experiments ⋮ Robust M-estimators in diffusion processes ⋮ Convergence of Gaussian quasi-likelihood random fields for ergodic Lévy driven SDE observed at high frequency ⋮ Large deviations and Berry-Esseen inequalities for estimators in nonhomogeneous diffusion driven by fractional Brownian motion ⋮ On unbiased density estimation for ergodic diffusion ⋮ On large deviations for Poisson stochastic integrals ⋮ A note on asymptotic properties of the estimator derived from the Euler method for diffusion processes at discrete times ⋮ On estimation errors in optical communication and location ⋮ Convergence rates of posterior distributions for Brownian semimartingale models ⋮ Least squares estimators for discretely observed stochastic processes driven by small Lévy noises ⋮ On a family of test statistics for discretely observed diffusion processes ⋮ Adaptive Bayes type estimators of ergodic diffusion processes from discrete observations ⋮ Moment convergence of \(Z\)-estimators ⋮ Information geometry of small diffusions ⋮ A random effects epidemic-type aftershock sequence model ⋮ On cusp estimation of ergodic diffusion process ⋮ Parametric inference for discretely observed multidimensional diffusions with small diffusion coefficient ⋮ Adaptive estimation of an ergodic diffusion process based on sampled data ⋮ Asymptotic properties of an estimator of the drift coefficients of multidimensional Ornstein-Uhlenbeck processes that are not necessarily stable ⋮ A note on inequalities for probabilities of large deviations of estimators in nonlinear regression models ⋮ Parameter estimation for the simple self-correcting point process ⋮ Quasi-likelihood analysis for the stochastic differential equation with jumps ⋮ Nonparametric estimation of trend for stochastic differential equations driven by fractional Brownian motion ⋮ Remark on semigroup techniques and the maximum likelihood estimation. ⋮ Optimal choice of observation window for Poisson observations ⋮ Estimation of the intensity of non-homogeneous point processes via wavelets ⋮ Quasi likelihood analysis of volatility and nondegeneracy of statistical random field ⋮ On parameter estimation of the hidden Gaussian process in perturbed SDE ⋮ Estimation of parameters of linear homogeneous stochastic differential equations ⋮ Maximum likelihood estimation of hidden Markov processes ⋮ Estimation in a Cox regression model with a change-point according to a threshold in a covariate ⋮ Statistical inference for stochastic differential equations with small noises ⋮ Parameter estimation for stochastic differential equations driven by mixed fractional Brownian motion ⋮ A maximal inequality for continuous martingales and \(M\)-estimation in a Gaussian white noise model ⋮ Adaptive test statistics for ergodic diffusion processes sampled at discrete times ⋮ Testing one-sided hypotheses for the mean of a Gaussian process ⋮ Parameter estimation in linear filtering ⋮ Uniform LAN condition of planar Gibbsian point processes and optimality of maximum likelihood estimators of soft-core potential functions ⋮ Probabilistic properties and parametric inference of small variance nonlinear self-stabilizing stochastic differential equations ⋮ Approximate martingale estimating functions for stochastic differential equations with small noises
This page was built for publication:
