An extension of cusp estimation problem in ergodic diffusion processes

DOI10.1016/J.SPL.2010.01.010MaRDI QIDQ968463zbMATH OpenOpenAlexFDO

Authors Takayuki Fujii

Publication date 5 May 2010

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2010.01.010

Mathematics Subject Classification ID

Bayesian inference (62F15) Markov processes: estimation; hidden Markov models (62M05) Asymptotic distribution theory in statistics (62E20)

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Cites work

• scientific article; zbMATH DE number 3733065 (Why is no real title available?)
• scientific article; zbMATH DE number 51724 (Why is no real title available?)
• On contiguity of probability measures corresponding to semimartingales
• On cusp estimation of ergodic diffusion process
• On invariant density estimation for ergodic diffusion processes
• Strong Markov Continuous Local Martingales and Solutions of One-Dimensional Stochastic Differential Equations (Part III)

Cited in

(5)

• On estimation errors in optical communication and location
• On cusp estimation of ergodic diffusion process
• Estimation of cusp location of stochastic processes: a survey
• On parameter estimation for cusp-type signals
• On limit distributions of estimators in irregular statistical models and a new representation of fractional Brownian motion

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