scientific article; zbMATH DE number 782641
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- Minimum distance parameter estimation for Ornstein-Uhlenbeck processes driven by Lévy process
- Modelization and nonparametric estimation for dynamical systems with noise
- Spectral asymptotics of some functionals arising in statistical inference for SPDEs
- Small noise asymptotics of the Bayesian estimator in nonidentifiable models
- Hybrid estimators for stochastic differential equations from reduced data
- The asymptotics of misspecified MLEs for some stochastic processes: a survey
- Moment convergence of Z-estimators
- On misspecifications in regularity and properties of estimators
- On parameter estimation for cusp-type signals
- Minimum distance estimation for fractional Ornstein-Uhlenbeck type process
- Statistical inference for stochastic differential equations with small noises
- Parameter estimation for stochastic differential equations driven by mixed fractional Brownian motion
- On penalized estimation for dynamical systems with small noise
- On parameter estimation of the hidden Ornstein-Uhlenbeck process
- Hybrid estimators for small diffusion processes based on reduced data
- On Bayesian estimators in misspecified change-point problems for Poisson process
- On asymptotic properties of maximum likelihood estimators for parabolic stochastic PDE's
- A maximal inequality for continuous martingales and \(M\)-estimation in a Gaussian white noise model
- On parameter estimation of hidden ergodic Ornstein-Uhlenbeck process
- Model selection for the robust efficient signal processing observed with small Lévy noise
- On localization of source by hidden Gaussian processes with small noise
- Quasi-likelihood analysis and Bayes-type estimators of an ergodic diffusion plus noise
- Efficient estimation methods for non-Gaussian regression models in continuous time
- Non asymptotic expansions of the MME in the case of Poisson observations
- Trajectory fitting estimation for a class of SDEs with small Lévy noises
- Quasi-likelihood analysis and its applications
- The law of iterated logarithm for the estimations of diffusion-type processes
- Adaptive efficient estimation for generalized semi-Markov big data models
- The moderate deviation principle for minimizers of convex processes
- On parameter estimation of the hidden Gaussian process in perturbed SDE
- Nonparametric estimation of trend function for stochastic differential equations driven by a bifractional Brownian motion
- Probabilistic properties and parametric inference of small variance nonlinear self-stabilizing stochastic differential equations
- Maximum likelihood estimation for an inhomogeneous gamma process with a log-linear rate function
- Nonparametric estimation for i.i.d. paths of fractional SDE
- Least squares estimation for path-distribution dependent stochastic differential equations
- Optimal robust mean-variance hedging in incomplete financial markets
- Asymptotic behavior of maximum likelihood estimator for time inhomogeneous diffusion processes
- Nonparametric estimation of the trend in reflected fractional SDE
- On approximation of BSDE and multi-step MLE-processes
- On the asymptotic properties of Bayes-type estimators with general loss functions
- Nonparametric estimation of the trend for stochastic differential equations driven by small -stable noises
- Partial quasi-likelihood analysis
- Quasi likelihood analysis of volatility and nondegeneracy of statistical random field
- On approximation of the backward stochastic differential equation
- Rates of weak convergence of approximate minimum contrast estimators for the discretely observed Ornstein-Uhlenbeck process
- Conditional expansions and their applications.
- Second order asymptotical efficiency for a Poisson process
- Polynomial type large deviation inequalities and quasi-likelihood analysis for stochastic differential equations
- Improved estimation method for high dimension semimartingale regression models based on discrete data
- Minimum contrast estimation in fractional Ornstein-Uhlenbeck process: continuous and discrete sampling
- On drift parameter estimation for mean-reversion type stochastic differential equations with discrete observations
- The Bernstein-von Mises theorem and spectral asymptotics of Bayes estimators for parabolic SPDEs
- Experimental design for nonparametric correction of misspecified dynamical models
- On score-functions and goodness-of-fit tests for stochastic processes
- On goodness-of-fit tests for parametric hypotheses in perturbed dynamical systems using a minimum distance estimator
- Hypotheses testing for a multidimensional parameter of inhomogeneous Poisson processes
- Regularity conditions and the maximum likelihood estimation in dynamical systems with small fractional Brownian noise
- Upper bounds for large deviation probabilities for the MLE and BE of a parameter for some stochastic partial differential equations
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- Maximum likelihood estimation in Skorohod stochastic differential equations
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- Identification of noisy systems
- Maximum likelihood estimation for small noise multiscale diffusions
- Least squares estimators for discretely observed stochastic processes driven by small Lévy noises
- Adaptive Bayes type estimators of ergodic diffusion processes from discrete observations
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- Semiparametric estimation of a functional of the drift coefficient for a non-homogeneous dynamical system with small noise
- Nonparametric estimation of trend for stochastic differential equations driven by fractional Brownian motion
- Discrete-time statistical inference for multiscale diffusions
- Small noise fluctuations of the CIR model driven by \(\alpha\)-stable noises
- Estimation for Discretely Observed Small Diffusions Based on Approximate Martingale Estimating Functions
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- Parameter estimation for kalman-bucy filter with small noise
- Approximation of the solution of the backward stochastic differential equation. Small noise, large sample and high frequency cases
- Asymptotically uniformly distributed priors and bayes estimators in mixed models
- Nonparametric estimation of periodic signal disturbed by α-stable noises
- Nonparametric estimation of trend for SDEs with delay driven by a fractional brownian motion with small noise
- Parameter estimation of stochastic differential equation driven by small fractional noise
- Semiparametric estimation of a functional of the drift coefficient of a dynamical system with small noise
- Nonparametric estimation of trend function for stochastic differential equations driven by a weighted fractional Brownian motion
- Discrete-time inference for slow-fast systems driven by fractional Brownian motion
- Nonparametric estimation of linear multiplier for fractional diffusion processes
- Nonparametric estimation of linear multiplier for processes driven by subfractional Brownian motion
- Least squares estimators for stochastic differential equations driven by small Lévy noises
- Estimation of intrinsic growth factors in a class of stochastic population model
- Nonparametric estimation of trend for stochastic differential equations driven by mixed fractional Brownian motion
- scientific article; zbMATH DE number 7660132 (Why is no real title available?)
- Accuracy of normal approximation for the maximum likelihood estimator and Bayes estimators in the Ornstein-Uhlenbeck process using random normings
- Parameter estimation for Ornstein-Uhlenbeck driven by Ornstein-Uhlenbeck processes with small Lévy noises
- High order asymptotic expansion for Wiener functionals
- Le Cam-Stratonovich-Boole theory for Itô diffusions
- Simultaneous Identification and Denoising of Dynamical Systems
- Optimal total variation bounds for stochastic differential delay equations with small noises
- Maximum likelihood estimation for the reflected stochastic linear system with a large signal
- Parameter estimation for ergodic linear SDEs from partial and discrete observations
- Adaptive inference for small diffusion processes based on sampled data
- Asymptotic behavior of maximum likelihood estimators for Ornstein–Uhlenbeck process with large linear drift
- Nonparametric estimation of trend for stochastic processes driven by \(G\)-Brownian motion with small noise
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