Adaptive Bayes type estimators of ergodic diffusion processes from discrete observations
From MaRDI portal
Publication:398577
Recommendations
- Adaptive estimation of an ergodic diffusion process based on sampled data
- Adaptive Bayes estimators and hybrid estimators for small diffusion processes based on sampled data
- Adaptive estimation for degenerate diffusion processes
- Adaptive tests for parameter changes in ergodic diffusion processes from discrete observations
- Estimation of an Ergodic Diffusion from Discrete Observations
- Adaptive estimation in diffusion processes.
- Adaptive sequential estimation for ergodic diffusion processes in quadratic metric
- Nonparametric Bayesian inference for ergodic diffusions
Cites work
- scientific article; zbMATH DE number 3862279 (Why is no real title available?)
- scientific article; zbMATH DE number 3701980 (Why is no real title available?)
- scientific article; zbMATH DE number 3733065 (Why is no real title available?)
- scientific article; zbMATH DE number 4126526 (Why is no real title available?)
- scientific article; zbMATH DE number 782641 (Why is no real title available?)
- scientific article; zbMATH DE number 810984 (Why is no real title available?)
- scientific article; zbMATH DE number 1432782 (Why is no real title available?)
- scientific article; zbMATH DE number 2208228 (Why is no real title available?)
- Adaptive estimation of an ergodic diffusion process based on sampled data
- Approximate discrete-time schemes for statistics of diffusion processes
- Asymptotic expansions of Bayes estimators for small diffusions
- Asymptotic theory for non-linear least squares estimator for diffusion processes
- Contrast-based information criterion for ergodic diffusion processes from discrete observations
- Estimation for diffusion processes from discrete observation
- Estimation of an Ergodic Diffusion from Discrete Observations
- Information criteria for small diffusions via the theory of Malliavin-Watanabe
- Information criteria in model selection for mixing processes
- Martingale estimation functions for discretely observed diffusion processes
- Polynomial type large deviation inequalities and quasi-likelihood analysis for stochastic differential equations
- Quasi likelihood analysis of volatility and nondegeneracy of statistical random field
- Quasi-likelihood analysis for the stochastic differential equation with jumps
- Statistical inference for ergodic diffusion processes.
Cited in
(26)- Hybrid estimation for ergodic diffusion processes based on noisy discrete observations
- On the multi-step MLE-process for ergodic diffusion
- Penalized least squares approximation methods and their applications to stochastic processes
- Adaptive test for ergodic diffusions plus noise
- Empirical \(L^2\)-distance test statistics for ergodic diffusions
- On the asymptotic properties of Bayes-type estimators with general loss functions
- Hybrid estimators for stochastic differential equations from reduced data
- Regularized bridge-type estimation with multiple penalties
- Hybrid estimators for small diffusion processes based on reduced data
- Parameter estimation for a linear parabolic SPDE model in two space dimensions with a small noise
- Quasi-likelihood analysis and its applications
- On approximation of BSDE and multi-step MLE-processes
- Adaptive Bayes estimators and hybrid estimators for small diffusion processes based on sampled data
- Partial quasi-likelihood analysis
- Adaptive estimation for degenerate diffusion processes
- scientific article; zbMATH DE number 7660132 (Why is no real title available?)
- Adaptive tests for parameter changes in ergodic diffusion processes from discrete observations
- Global jump filters and quasi-likelihood analysis for volatility
- Tuning of a Bayesian estimator under discrete time observations and unknown transition density
- AIC type statistics for discretely observed ergodic diffusion processes
- LAMN property for multivariate inhomogeneous diffusions with discrete observations
- Quasi-likelihood analysis and Bayes-type estimators of an ergodic diffusion plus noise
- Simplified quasi-likelihood analysis for a locally asymptotically quadratic random field
- Change point inference in ergodic diffusion processes based on high frequency data
- Adaptive estimation of an ergodic diffusion process based on sampled data
- Hybrid multi-step estimators for stochastic differential equations based on sampled data
This page was built for publication: Adaptive Bayes type estimators of ergodic diffusion processes from discrete observations
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q398577)
