Random effects estimation in a fractional diffusion model based on continuous observations
From MaRDI portal
Cites work
- A multivariate central limit theorem for continuous local martingales
- An elementary approach to a Girsanov formula and other analytical results on fractional Brownian motions
- Application of Bernstein polynomials for smooth estimation of a distribution and density function
- Asymptotic behavior of maximum likelihood estimators for a jump-type Heston model
- Asymptotic behavior of the maximum likelihood estimator for ergodic and nonergodic square-root diffusions
- Asymptotic properties of an estimator of the drift coefficients of multidimensional Ornstein-Uhlenbeck processes that are not necessarily stable
- Asymptotic properties of the LS-estimator of a Gaussian autoregressive process by an averaging method
- Bernstein polynomial of recursive regression estimation with censored data
- Bernstein polynomial probability density estimation
- Bidimensional random effect estimation in mixed stochastic differential model
- Choice of degree of Bernstein polynomial model
- Démonstration du théorème de \textit{Weierstraß}, fondée sur le calcul des probabilités.
- Estimation for stochastic differential equations with mixed effects
- Fractional Brownian Motions, Fractional Noises and Applications
- scientific article; zbMATH DE number 1190534 (Why is no real title available?)
- scientific article; zbMATH DE number 3511431 (Why is no real title available?)
- scientific article; zbMATH DE number 1546925 (Why is no real title available?)
- scientific article; zbMATH DE number 1834045 (Why is no real title available?)
- scientific article; zbMATH DE number 1432782 (Why is no real title available?)
- Maximum Likelihood Estimation for Stochastic Differential Equations with Random Effects
- Maximum likelihood estimation of stochastic differential equations with random effects driven by fractional Brownian motion
- Moderate deviation principles for nonparametric recursive distribution estimators using Bernstein polynomials
- Non parametric estimation for fractional diffusion processes with random effects
- Nonparametric curve estimation with Bernstein estimates
- Nonparametric estimation for i.i.d. paths of a martingale-driven model with application to non-autonomous financial models
- Nonparametric estimation for random effects models driven by fractional Brownian motion using Hermite polynomials
- Nonparametric estimation for small fractional diffusion processes with random effects
- Nonparametric estimation for stochastic differential equations driven by mixed fractional Brownian motion with random effects
- Nonparametric estimation for stochastic differential equations with random effects
- Nonparametric estimation in a mixed-effect Ornstein-Uhlenbeck model
- Nonparametric estimation in fractional SDE
- Nonparametric estimation of trend for stochastic differential equations driven by fractional Brownian motion
- Nonparametric inference for fractional diffusion
- On Estimation of a Probability Density Function and Mode
- On improving convergence rate of Bernstein polynomial density estimator
- On inference for fractional differential equations
- On the boundary properties of Bernstein polynomial estimators of density and distribution functions
- On the Functional Convergence in Distribution of Sequences of Semimartingales to a Mixture of Brownian Motions
- Parameter estimation and optimal filtering for fractional type stochastic systems
- Parameter estimation in stochastic differential equations.
- Parametric inference for mixed models defined by stochastic differential equations
- Practical estimation of high dimensional stochastic differential mixed-effects models
- Recursive density estimators based on Robbins-Monro's scheme and using Bernstein polynomials
- Remarks on Some Nonparametric Estimates of a Density Function
- Smooth estimation of a distribution and density function on a hypercube using Bernstein polynomials for dependent random vectors
- Some explicit statistical results about elementary fractional type models.
- Statistical analysis of the fractional Ornstein--Uhlenbeck type process
- Statistical inference for ergodic diffusion processes.
- Stochastic differential mixed-effect models
- Weighted Limit Theorems for Continuous-Time Vector Martingales with Explosive and Mixed Growth
This page was built for publication: Random effects estimation in a fractional diffusion model based on continuous observations
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6905977)
