scientific article; zbMATH DE number 3584689

Cited in

(25)

Asymptotic behavior of maximum likelihood estimator for time inhomogeneous diffusion processes
On Ornstein-Uhlenbeck driven by Ornstein-Uhlenbeck processes
Parameter estimation for switched counting processes
The extremal family generated by the Yule process
Estimating a parametric trend component in a continuous-time jump-type process
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
Statistical inference for detrended point processes
scientific article; zbMATH DE number 3662294 (Why is no real title available?)
Remarks on the ergodicity of simulated annealing algorithms on a graph
Asymptotic inference for multiplicative counting processes based on one realization
Time-uniform Chernoff bounds via nonnegative supermartingales
Analysis of random walks in dynamic random environments via \(L^2\)-perturbations
A law of the iterated logarithm for stochastic integrals
Approximating some Volterra type stochastic integrals with applications to parameter estimation.
Large deviation probabilities in estimation of Poisson random measures
Robust M-estimators in diffusion processes
Quasi-likelihood estimation for semimartingales
About the asymptotic behaviour of multidimensional Gaussian martingales and estimates in normal linear regression
On the asymptotic behavior of mixed Poisson processes
Comparison between solutions of SDEs and ODEs
A stochastic SIR epidemic evolution model with non-concave force of infection: mathematical modeling and analysis
Strong consistency of least squares estimates in linear regression models driven by semimartingales
Information quantities in non-classical settings
Some particular self-interacting diffusions: ergodic behaviour and almost sure convergence

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4155574)