Adaptive Bayes estimators and hybrid estimators for small diffusion processes based on sampled data

DOI10.14490/JJSS.46.129zbMATH Open1422.62107OpenAlexW2730512905MaRDI QIDQ5281630FDOQ5281630

Authors: Ryosuke Nomura, Masayuki Uchida 

Publication date: 26 July 2017

Published in: JOURNAL OF THE JAPAN STATISTICAL SOCIETY (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.14490/jjss.46.129

Recommendations

• Hybrid estimators for small diffusion processes based on reduced data
• Adaptive Bayes type estimators of ergodic diffusion processes from discrete observations
• Quasi-likelihood analysis and Bayes-type estimators of an ergodic diffusion plus noise
• Asymptotic expansions of Bayes estimators for small diffusions
• Adaptive estimation of an ergodic diffusion process based on sampled data

zbMATH Keywords

convergence of momentsBayes type estimatordiscrete time observationssmall diffusion process

Mathematics Subject Classification ID

Point estimation (62F10) Bayesian inference (62F15) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Cited In (9)

• Adaptive Bayes type estimators of ergodic diffusion processes from discrete observations
• Hybrid estimators for small diffusion processes based on reduced data
• Parameter estimation for a linear parabolic SPDE model in two space dimensions with a small noise
• Partial quasi-likelihood analysis
• Title not available (Why is that?)
• Adaptive inference for small diffusion processes based on sampled data
• Quasi-likelihood analysis and Bayes-type estimators of an ergodic diffusion plus noise
• Simplified quasi-likelihood analysis for a locally asymptotically quadratic random field
• Adaptive estimation of an ergodic diffusion process based on sampled data

This page was built for publication: Adaptive Bayes estimators and hybrid estimators for small diffusion processes based on sampled data

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5281630)