Estimation for Continuous Branching Processes
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Publication:3842750
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- Optimal estimation for continuous state branching processes with discrete sampling.
- Maximum likelihood estimation in branching process with continuous state space
- Asymptotic behavior of maximum likelihood estimators for a jump-type Heston model
- Asymptotic properties of maximum likelihood estimator for the growth rate for a jump-type CIR process based on continuous time observations
- On parameter estimation for critical affine processes
- LAMN property for multivariate inhomogeneous diffusions with discrete observations
- Asymptotic properties of estimators in a stable Cox-Ingersoll-Ross model
- Parameter estimation for a subcritical affine two factor model
- A stochastic model and a functional central limit theorem for information processing in large systems of neurons
- Mixtures of stochastic differential equations with random effects: application to data clustering
- Large deviations for squared radial Ornstein-Uhlenbeck processes.
- Asymptotic behavior of the maximum likelihood estimator for ergodic and nonergodic square-root diffusions
- Change detection in the Cox-Ingersoll-Ross model
- Parameter Estimation for the Square-Root Diffusions: Ergodic and Nonergodic Cases
- Maximum likelihood estimation for Wishart processes
- ASYMPTOTIC TESTS FOR THE CONTINUOUS TIME MARKOV BRANCHING PROCESS WITH IMMIGRATION
- Maximum likelihood estimation for branching migration process
- Weighted least-squares estimation for the subcritical Heston process
- Moments and ergodicity of the jump-diffusion CIR process
- Two methods of estimation of the drift parameters of the Cox–Ingersoll–Ross process: Continuous observations
- Sharp Large Deviations for the Drift Parameter of the Explosive Cox--Ingersoll--Ross Process
- Exponential ergodicity of an affine two-factor model based on the α-root process
- Large deviations for the squared radial Ornstein-Uhlenbeck process
- Lipschitzian norm estimate of one-dimensional Poisson equations and applications
- Estimation for discretely observed continuous state branching processes with immigration
- Asymptotic properties of maximum-likelihood estimators for Heston models 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
- An estimator for the recombination rate from a continuously observed diffusion of haplotype frequencies
- Asymptotic behavior of maximum likelihood estimators in a branching diffusion model
- Moderate deviations for parameters estimation in a geometrically ergodic Heston process
- Berry-Esseen bounds and Cramér-type moderate deviations for the sample mean and the MLE of the growth rate for a jump-type CIR process
- Local asymptotic properties for the growth rate of a jump-type CIR process
- LAQ property for singular drift parameters of diffusions with discrete observations
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