scientific article; zbMATH DE number 3584689

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
• Title not available (Why is that?)
• 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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