Adaptive Bayes Estimators and Hybrid Estimators for Small Diffusion Processes Based on Sampled Data

DOI10.14490/jjss.46.129zbMath1422.62107OpenAlexW2730512905MaRDI QIDQ5281630

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

zbMATH Keywords

discrete time observationsconvergence of momentsBayes type estimatorsmall diffusion process

Mathematics Subject Classification ID

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

Related Items (5)

Parameter estimation for a linear parabolic SPDE model in two space dimensions with a small noise ⋮ Adaptive inference for small diffusion processes based on sampled data ⋮ Unnamed Item ⋮ Hybrid estimators for small diffusion processes based on reduced data ⋮ Partial quasi-likelihood analysis

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