An extension of cusp estimation problem in ergodic diffusion processes

DOI10.1016/J.SPL.2010.01.010zbMATH Open1186.62104OpenAlexW2004928690MaRDI QIDQ968463FDOQ968463

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)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• Strong Markov Continuous Local Martingales and Solutions of One-Dimensional Stochastic Differential Equations (Part III)
• On contiguity of probability measures corresponding to semimartingales
• Title not available (Why is that?)
• On cusp estimation of ergodic diffusion process

Cited In (5)

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

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