scientific article; zbMATH DE number 3584689
From MaRDI portal
Publication:4155574
zbMath0375.60062MaRDI QIDQ4155574
Publication date: 1978
Full work available at URL: http://www.numdam.org/item?id=SPS_1978__12__148_0
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Related Items (25)
Statistical inference for detrended point processes ⋮ Analysis of random walks in dynamic random environments via \(L^2\)-perturbations ⋮ A stochastic Sir epidemic evolution model with non-concave force of infection: Mathematical modeling and analysis ⋮ Information quantities in non-classical settings ⋮ Strong consistency of least squares estimates in linear regression models driven by semimartingales ⋮ Parameter estimation for switched counting processes ⋮ Remarks on the ergodicity of simulated annealing algorithms on a graph ⋮ Estimating a parametric trend component in a continuous-time jump-type process ⋮ Comparison between solutions of SDEs and ODEs ⋮ Unnamed Item ⋮ Robust M-estimators in diffusion processes ⋮ On the asymptotic behavior of mixed Poisson processes ⋮ Time-uniform Chernoff bounds via nonnegative supermartingales ⋮ Asymptotic inference for multiplicative counting processes based on one realization ⋮ The extremal family generated by the Yule process ⋮ On Ornstein-Uhlenbeck driven by Ornstein-Uhlenbeck processes ⋮ Some particular self-interacting diffusions: ergodic behaviour and almost sure convergence ⋮ About the asymptotic behaviour of multidimensional Gaussian martingales and estimates in normal linear regression ⋮ Berry–Esseen Bounds and the Law of the Iterated Logarithm for Estimators of Parameters in an Ornstein–Uhlenbeck Process with Linear Drift ⋮ A law of the iterated logarithm for stochastic integrals ⋮ Asymptotic behavior of maximum likelihood estimator for time inhomogeneous diffusion processes ⋮ Central limit theorems for local martingales ⋮ Large deviation probabilities in estimation of Poisson random measures ⋮ Quasi-likelihood estimation for semimartingales ⋮ Approximating some Volterra type stochastic integrals with applications to parameter estimation.
This page was built for publication: