Pages that link to "Item:Q1113595"
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The following pages link to The consistency of a nonlinear least squares estimator from diffusion processes (Q1113595):
Displayed 28 items.
- On drift parameter estimation for mean-reversion type stochastic differential equations with discrete observations (Q307401) (← links)
- Hypotheses testing about the drift parameter in linear stochastic differential equation driven by stable processes (Q333541) (← links)
- Least squares estimators for discretely observed stochastic processes driven by small Lévy noises (Q391568) (← links)
- Local asymptotic mixed normality for discretely observed non-recurrent Ornstein-Uhlenbeck processes (Q421403) (← links)
- Sequential testing of hypotheses about drift for Gaussian diffusions (Q670162) (← links)
- Least squares estimator for discretely observed Ornstein-Uhlenbeck processes with small Lévy noises (Q731952) (← links)
- Notes on drift estimation for certain non-recurrent diffusion processes from sampled data (Q734708) (← links)
- Consistency of the drift parameter estimator for the discretized fractional Ornstein-Uhlenbeck process with Hurst index \(H\in(0,\frac{1}{2})\) (Q887245) (← links)
- Least squares estimation for the drift parameters in the sub-fractional Vasicek processes (Q1643803) (← links)
- A parameter estimator based on Smoluchowski-Kramers approximation (Q1726582) (← links)
- Drift estimation of a certain class of diffusion processes from discrete observation (Q1913464) (← links)
- Minimum contrast estimator for fractional Ornstein-Uhlenbeck processes (Q1934446) (← links)
- Least squares estimation for distribution-dependent stochastic differential delay equations (Q2128886) (← links)
- Asymptotic properties for the parameter estimation in Ornstein-Uhlenbeck process with discrete observations (Q2199706) (← links)
- Least squares estimation for path-distribution dependent stochastic differential equations (Q2245071) (← links)
- Least squares estimator for Ornstein-Uhlenbeck processes driven by \(\alpha \)-stable motions (Q2270877) (← links)
- A least square-type procedure for parameter estimation in stochastic differential equations with additive fractional noise (Q2450911) (← links)
- Asymptotic normality of least squares type estimators to stochastic differential equations driven by fractional Brownian motions (Q2670783) (← links)
- Least squares estimators for stochastic differential equations with Markovian switching (Q2697299) (← links)
- Parameters estimation for RL electrical circuits based on least square and Bayesian approach (Q2970602) (← links)
- Berry–Esseen inequalities for discretely observed diffusions (Q3654437) (← links)
- APPROXIMATION OF MAXIMUM LIKELIHOOD ESTIMATOR FOR DIFFUSION PROCESSES FROM DISCRETE OBSERVATIONS (Q4797335) (← links)
- Parameter Identification for Drift Fractional Brownian Motions with Application to the Chinese Stock Markets (Q5265826) (← links)
- Estimation of intrinsic growth factors in a class of stochastic population model (Q5378410) (← links)
- A new estimating function for discretely sampled diffusions (Q5430546) (← links)
- Rates of convergence of approximate maximum likelihood estimators in the Ornstein-Uhlenbeck process (Q5948815) (← links)
- Wasserstein bounds in CLT of approximative MCE and MLE of the drift parameter for Ornstein-Uhlenbeck processes observed at high frequency (Q6067240) (← links)
- Le Cam-Stratonovich-Boole theory for Itô diffusions (Q6112114) (← links)
