scientific article; zbMATH DE number 3584689
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Publication:4155574
zbMATH Open0375.60062MaRDI QIDQ4155574FDOQ4155574
Authors: Dominique Lépingle
Publication date: 1978
Full work available at URL: http://www.numdam.org/item?id=SPS_1978__12__148_0
Title of this publication is not available (Why is that?)
Cited In (25)
- Strong consistency of least squares estimates in linear regression models driven by semimartingales
- Estimating a parametric trend component in a continuous-time jump-type process
- A law of the iterated logarithm for stochastic integrals
- Robust M-estimators in diffusion processes
- Asymptotic behavior of maximum likelihood estimator for time inhomogeneous diffusion processes
- Comparison between solutions of SDEs and ODEs
- Some particular self-interacting diffusions: ergodic behaviour and almost sure convergence
- On Ornstein-Uhlenbeck driven by Ornstein-Uhlenbeck processes
- Remarks on the ergodicity of simulated annealing algorithms on a graph
- Berry–Esseen Bounds and the Law of the Iterated Logarithm for Estimators of Parameters in an Ornstein–Uhlenbeck Process with Linear Drift
- Central limit theorems for local martingales
- Time-uniform Chernoff bounds via nonnegative supermartingales
- Large deviation probabilities in estimation of Poisson random measures
- Statistical inference for detrended point processes
- About the asymptotic behaviour of multidimensional Gaussian martingales and estimates in normal linear regression
- A stochastic SIR epidemic evolution model with non-concave force of infection: mathematical modeling and analysis
- Parameter estimation for switched counting processes
- Information quantities in non-classical settings
- Asymptotic inference for multiplicative counting processes based on one realization
- Quasi-likelihood estimation for semimartingales
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- Approximating some Volterra type stochastic integrals with applications to parameter estimation.
- The extremal family generated by the Yule process
- Analysis of random walks in dynamic random environments via \(L^2\)-perturbations
- On the asymptotic behavior of mixed Poisson processes
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