Parameter estimation for some non-recurrent solutions of SDE

Asymptotic properties of parametric estimators (62F12) Markov processes: estimation; hidden Markov models (62M05) Asymptotic distribution theory in statistics (62E20) Diffusion processes (60J60) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Cited In (30)

Trajectory fitting estimation for a class of SDEs with small Lévy noises
Parameter estimation for discretely observed non-ergodic fractional Ornstein-Uhlenbeck processes of the second kind
Estimation of parameters for discretely observed diffusion processes with a variety of rates for information
Local asymptotic mixed normality for discretely observed non-recurrent Ornstein-Uhlenbeck processes
Asymptotic behavior of maximum likelihood estimator for time inhomogeneous diffusion processes
Convergence rates of posterior distributions for Brownian semimartingale models
Asymptotic properties of an estimator of the drift coefficients of multidimensional Ornstein-Uhlenbeck processes that are not necessarily stable
Notes on drift estimation for certain non-recurrent diffusion processes from sampled data
Parametric estimation for non recurrent diffusion processes
Parameter estimation for integrated Ornstein-Uhlenbeck processes with small Lévy noises
Cramér-type moderate deviations for statistics in the non-stationary Ornstein–Uhlenbeck process
Nonparametric estimation for periodic stochastic differential equations driven by \(G\)-Brownian motion
Asymptotic behavior of maximum likelihood estimators for Ornstein–Uhlenbeck process with large linear drift
Least squares estimation for the drift parameters in the sub-fractional Vasicek processes
Sharp large deviations for the non-stationary Ornstein-Uhlenbeck process
Trajectory fitting estimation for reflected stochastic linear differential equations of a large signal
Parameter estimation for certain nonstationary processes driven by α-stable motions
Parameter estimation for an Ornstein-Uhlenbeck process driven by a general Gaussian noise
Asymptotic properties for the parameter estimation in Ornstein-Uhlenbeck process with discrete observations
LAMN property for multivariate inhomogeneous diffusions with discrete observations
Cramér-type moderate deviations for the likelihood ratio process of Ornstein–Uhlenbeck process with shift
Maximum likelihood estimation for the reflected stochastic linear system with a large signal
Statistical inference for nonergodic weighted fractional Vasicek models
Least squares estimator for Ornstein-Uhlenbeck processes driven by fractional Lévy processes from discrete observations
Parameter estimation for the non-stationary Ornstein-Uhlenbeck process with linear drift
Least squares type estimation for discretely observed non-ergodic Gaussian Ornstein-Uhlenbeck processes
Least squares estimation for non-ergodic weighted fractional Ornstein-Uhlenbeck process of general parameters
Parameter estimation for non-stationary reflected Ornstein-Uhlenbeck processes driven by \(\alpha\)-stable noises
Asymptotic behaviour of the trajectory fitting estimator for reflected Ornstein-Uhlenbeck processes
On the rate of convergence of the maximum likelihood estimator in Brownian semimartingale models

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