scientific article; zbMATH DE number 4126526
From MaRDI portal
Publication:4206261
zbMath0687.62069MaRDI QIDQ4206261
Publication date: 1988
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
estimationGaussian processesstochastic differential equationsdensity estimationstationary processesnonparametric inferenceparametric inferencephi-mixingsigma-algebrascontinuous-time stochastic processessurvey of recent workflows ofof drift
Non-Markovian processes: estimation (62M09) Markov processes: estimation; hidden Markov models (62M05) General theory of stochastic processes (60G07)
Related Items
Parametric estimation for a parabolic linear SPDE model based on discrete observations, Quasi-likelihood analysis and its applications, Asymptotic normality of discretized maximum likelihood estimator for drift parameter in homogeneous diffusion model, Estimation for discretely observed diffusions using transform functions, Hybrid estimators for stochastic differential equations from reduced data, Weighted least squares estimates in linear regression models for processes with uncorrelated increments, Adaptive Bayes type estimators of ergodic diffusion processes from discrete observations, Le Cam-Stratonovich-Boole theory for Itô diffusions, Non-reversible guided Metropolis kernel, Adaptive inference for small diffusion processes based on sampled data, Contrast-based information criterion for ergodic diffusion processes from discrete observations, Unsupervised learning of observation functions in state space models by nonparametric moment methods, A contrast estimator for completely or partially observed hypoelliptic diffusion, Adaptive estimation of an ergodic diffusion process based on sampled data, Berry-Esseen bounds for the least squares estimator for discretely observed fractional Ornstein-Uhlenbeck processes, Quasi likelihood analysis of volatility and nondegeneracy of statistical random field, Adaptive test statistics for ergodic diffusion processes sampled at discrete times, Approximations and time-discretization in testing one-sided hypotheses for the mean of a Gaussian process, Estimation in multiple linear regression Berkson model for processes with uncorrelated incre\-ments, Nonsynchronous covariation process and limit theorems, Second-order asymptotic expansion for a non-synchronous covariation estimator, Realized Laplace transforms for estimation of jump diffusive volatility models, Global jump filters and quasi-likelihood analysis for volatility, Adaptive estimation for degenerate diffusion processes, Quasi-likelihood analysis for nonsynchronously observed diffusion processes, Approximation of transition densities of stochastic differential equations by saddlepoint methods applied to small-time Ito-Taylor sample-path expansions, Parametric estimation for partially hidden diffusion processes sampled at discrete times, Asymptotic nonequivalence of GARCH models and diffusions, Hybrid multi-step estimators for stochastic differential equations based on sampled data, Polynomial type large deviation inequalities and quasi-likelihood analysis for stochastic differential equations
