Asymptotic statistics. With a view to stochastic processes
DOI10.1515/9783110250282zbMATH Open1306.62013OpenAlexW4256040896MaRDI QIDQ455033FDOQ455033
Authors: R. Höpfner 
Publication date: 4 October 2012
Published in: De Gruyter Textbook (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1515/9783110250282
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Asymptotic properties of parametric estimators (62F12) Markov processes: estimation; hidden Markov models (62M05) Asymptotic distribution theory in statistics (62E20) Diffusion processes (60J60) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01) Continuous-time Markov processes on general state spaces (60J25) Inference from stochastic processes (62Mxx)
Cited In (28)
- Asymptotics in statistics. Some basic concepts.
- Asymptotic theory of statistical inference for time series
- Mixed Gaussian probabilistic models of real processes
- Title not available (Why is that?)
- Parametric inference for ergodic McKean-Vlasov stochastic differential equations
- Asymptotic theory for stationary processes
- Statistical estimation of the oscillating Brownian motion
- Asymptotic Statistical Results: Theory and Practice
- Martingale estimation functions for Bessel processes
- A Review of Some Aspects of Asymptotic Likelihood Theory for Stochastic Processes
- Statistical Experiments and Decisions
- Asymptotic Theory for Estimators of High-Order Statistics of Stationary Processes
- Efficient parametric estimation for a signal-plus-noise Gaussian model from discrete time observations
- Polynomials under Ornstein-Uhlenbeck noise and an application to inference in stochastic Hodgkin-Huxley systems
- LAMN in a class of parametric models for null recurrent diffusions
- Translation invariant statistical experiments with independent increments
- Asymptotic Statistics
- Local asymptotic normality for shape and periodicity of a signal in the drift of a degenerate diffusion with internal variables
- LAMN property for multivariate inhomogeneous diffusions with discrete observations
- Title not available (Why is that?)
- Title not available (Why is that?)
- Drift estimation for a Lévy-driven Ornstein-Uhlenbeck process with heavy tails
- Title not available (Why is that?)
- Efficiency in local differential privacy
- LAMN property for jump diffusion processes with discrete observations on a fixed time interval
- Parametric inference for small variance and long time horizon McKean-Vlasov diffusion models
- Inference for ergodic McKean-Vlasov stochastic differential equations with polynomial interactions
- Nonparametric Bayesian estimation of a Hölder continuous diffusion coefficient
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