scientific article; zbMATH DE number 3575446
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Publication:4145232
zbMATH Open0368.93034MaRDI QIDQ4145232FDOQ4145232
Publication date: 1976
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Point estimation (62F10) Diffusion processes (60J60) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Estimation and detection in stochastic control theory (93E10)
Cited In (20)
- Estimating a class of diffusions from discrete observations via approximate maximum likelihood method
- Quantifying Model Uncertainties in Complex Systems
- Notes on drift estimation for certain non-recurrent diffusion processes from sampled data
- On drift parameter estimation for mean-reversion type stochastic differential equations with discrete observations
- Estimation of intrinsic growth factors in a class of stochastic population model
- Optimal estimation for continuous state branching processes with discrete sampling.
- Asymptotic properties of nearly unstable multivariate AR processes.
- Statistical aspects of the fractional stochastic calculus
- Inference in generalized exponential O-U processes
- Inference for a change-point problem under a generalised Ornstein-Uhlenbeck setting
- Least squares estimator for discretely observed Ornstein-Uhlenbeck processes with small Lévy noises
- Least squares estimator for Ornstein-Uhlenbeck processes driven by \(\alpha \)-stable motions
- Rates of convergence of approximate maximum likelihood estimators in the Ornstein-Uhlenbeck process
- Inference for stochastic neuronal models
- Inference for stochastic neuronal models
- Uniform approximate estimation for nonlinear nonhomogeneous stochastic system with unknown parameter
- Le Cam-Stratonovich-Boole theory for Itô diffusions
- Least squares estimators for discretely observed stochastic processes driven by small Lévy noises
- Least squares estimators for stochastic differential equations with Markovian switching
- Drift estimation of a certain class of diffusion processes from discrete observation
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