Parameter estimation for some non-recurrent solutions of SDE
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Publication:4454294
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(34)- On the rate of convergence of the maximum likelihood estimator in Brownian semimartingale models
- 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
- Cramér-type moderate deviations for the likelihood ratio process of Ornstein-Uhlenbeck process with shift
- 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
- Convergence rates of posterior distributions for Brownian semimartingale models
- Asymptotic behavior of maximum likelihood estimator for time inhomogeneous diffusion processes
- 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
- Least squares estimation for the drift parameters in the sub-fractional Vasicek processes
- 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
- Sharp large deviations for the non-stationary Ornstein-Uhlenbeck process
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- 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
- Statistical inference for nonergodic weighted fractional Vasicek models
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- Second-order continuous-time non-stationary Gaussian autoregression
- Least squares estimation for non-ergodic weighted fractional Ornstein-Uhlenbeck process of general parameters
- On Parameter Estimation for Linear and Nonlinear Stochastic Systems
- 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
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