scientific article; zbMATH DE number 4126526
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Publication:4206261
zbMATH Open0687.62069MaRDI QIDQ4206261FDOQ4206261
Authors: B. L. S. Prakasa Rao 
Publication date: 1988
Title of this publication is not available (Why is that?)
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Cited In (43)
- Adaptive test statistics for ergodic diffusion processes sampled at discrete times
- Parametric estimation for a parabolic linear SPDE model based on discrete observations
- Estimation for discretely observed diffusions using transform functions
- Adaptive Bayes type estimators of ergodic diffusion processes from discrete observations
- Statistical Inference for Student Diffusion Process
- Polynomial type large deviation inequalities and quasi-likelihood analysis for stochastic differential equations
- A contrast estimator for completely or partially observed hypoelliptic diffusion
- Stochastic Processes - Inference Theory
- Second-order asymptotic expansion for a non-synchronous covariation estimator
- Hybrid estimators for stochastic differential equations from reduced data
- Asymptotic nonequivalence of GARCH models and diffusions
- Quasi-likelihood analysis and its applications
- Nonsynchronous covariation process and limit theorems
- Quasi-likelihood analysis for nonsynchronously observed diffusion processes
- Estimation in multiple linear regression Berkson model for processes with uncorrelated incre\-ments
- Adaptive estimation for degenerate diffusion processes
- Adaptive inference for small diffusion processes based on sampled data
- Title not available (Why is that?)
- Realized Laplace transforms for estimation of jump diffusive volatility models
- Parametric estimation for partially hidden diffusion processes sampled at discrete times
- Quasi likelihood analysis of volatility and nondegeneracy of statistical random field
- Global jump filters and quasi-likelihood analysis for volatility
- On the statistical properties of a stationary process sampled by a stationary point process
- Unsupervised learning of observation functions in state space models by nonparametric moment methods
- 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
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- Asymptotic normality of discretized maximum likelihood estimator for drift parameter in homogeneous diffusion model
- Approximations and time-discretization in testing one-sided hypotheses for the mean of a Gaussian process
- Inference in stochastic processes
- Non-reversible guided Metropolis kernel
- Sampling Strategies for Data-Driven Inference of Input–Output System Properties
- Adaptive estimation of an ergodic diffusion process based on sampled data
- Hybrid multi-step estimators for stochastic differential equations based on sampled data
- Statistical Inference Based on Randomly Generated Auxiliary Variables
- Berry-Esseen bounds for the least squares estimator for discretely observed fractional Ornstein-Uhlenbeck processes
- Le Cam-Stratonovich-Boole theory for Itô diffusions
- Inheritance of strong mixing and weak dependence under renewal sampling
- Approximation of transition densities of stochastic differential equations by saddlepoint methods applied to small-time Ito-Taylor sample-path expansions
- Weighted least squares estimates in linear regression models for processes with uncorrelated increments
- Non-adaptive estimation for degenerate diffusion processes
- Contrast-based information criterion for ergodic diffusion processes from discrete observations
- Title not available (Why is that?)
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