scientific article; zbMATH DE number 3575446
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Publication:4145232
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(20)- Optimal estimation for continuous state branching processes with discrete sampling.
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- Asymptotic properties of nearly unstable multivariate AR processes.
- Least squares estimator for Ornstein-Uhlenbeck processes driven by \(\alpha \)-stable motions
- Statistical aspects of the fractional stochastic calculus
- Least squares estimators for stochastic differential equations with Markovian switching
- Quantifying Model Uncertainties in Complex Systems
- On drift parameter estimation for mean-reversion type stochastic differential equations with discrete observations
- Least squares estimators for discretely observed stochastic processes driven by small Lévy noises
- Estimating a class of diffusions from discrete observations via approximate maximum likelihood method
- Estimation of intrinsic growth factors in a class of stochastic population model
- Inference for stochastic neuronal models
- Inference for stochastic neuronal models
- Rates of convergence of approximate maximum likelihood estimators in the Ornstein-Uhlenbeck process
- Le Cam-Stratonovich-Boole theory for Itô diffusions
- Inference in generalized exponential O-U processes
- Least squares estimator for discretely observed Ornstein-Uhlenbeck processes with small Lévy noises
- Notes on drift estimation for certain non-recurrent diffusion processes from sampled data
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