scientific article; zbMATH DE number 4126526
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- Approximation of transition densities of stochastic differential equations by saddlepoint methods applied to small-time Ito-Taylor sample-path expansions
- Estimation in multiple linear regression Berkson model for processes with uncorrelated incre\-ments
- Global jump filters and quasi-likelihood analysis for volatility
- Asymptotic normality of discretized maximum likelihood estimator for drift parameter in homogeneous diffusion model
- Statistical Inference Based on Randomly Generated Auxiliary Variables
- Asymptotic nonequivalence of GARCH models and diffusions
- A contrast estimator for completely or partially observed hypoelliptic diffusion
- Adaptive test statistics for ergodic diffusion processes sampled at discrete times
- Adaptive inference for small diffusion processes based on sampled data
- Weighted least squares estimates in linear regression models for processes with uncorrelated increments
- Le Cam-Stratonovich-Boole theory for Itô diffusions
- Contrast-based information criterion for ergodic diffusion processes from discrete observations
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- Quasi-likelihood analysis and its applications
- Parametric estimation for a parabolic linear SPDE model based on discrete observations
- Non-reversible guided Metropolis kernel
- Adaptive Bayes type estimators of ergodic diffusion processes from discrete observations
- Approximations and time-discretization in testing one-sided hypotheses for the mean of a Gaussian process
- Adaptive estimation for degenerate diffusion processes
- Nonsynchronous covariation process and limit theorems
- On the statistical properties of a stationary process sampled by a stationary point process
- Inference in stochastic processes
- Hybrid estimators for stochastic differential equations from reduced data
- Parametric estimation for partially hidden diffusion processes sampled at discrete times
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- Unsupervised learning of observation functions in state space models by nonparametric moment methods
- Second-order asymptotic expansion for a non-synchronous covariation estimator
- Statistical Inference for Student Diffusion Process
- Estimation for discretely observed diffusions using transform functions
- Inheritance of strong mixing and weak dependence under renewal sampling
- Polynomial type large deviation inequalities and quasi-likelihood analysis for stochastic differential equations
- Sampling Strategies for Data-Driven Inference of Input–Output System Properties
- Realized Laplace transforms for estimation of jump diffusive volatility models
- Parameter estimation with increased precision for elliptic and hypo-elliptic diffusions
- Asymptotic normality of estimators for all parameters in the Vasicek model by discrete observations
- Adaptive estimation of an ergodic diffusion process based on sampled data
- Quasi likelihood analysis of volatility and nondegeneracy of statistical random field
- Hybrid multi-step estimators for stochastic differential equations based on sampled data
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