Pages that link to "Item:Q1209200"
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The following pages link to On the estimation of the diffusion coefficient for multi-dimensional diffusion processes (Q1209200):
Displaying 50 items.
- Estimating functions for noisy observations of ergodic diffusions (Q265660) (← links)
- Asymptotic properties of Monte Carlo estimators of diffusion processes (Q278039) (← links)
- Quadratic covariation estimation of an irregularly observed semimartingale with jumps and noise (Q282571) (← links)
- Estimation for stochastic damping Hamiltonian systems under partial observation. III: Diffusion term (Q303958) (← links)
- Maximum likelihood estimation for Wishart processes (Q326826) (← links)
- Maximum-likelihood estimation for diffusion processes via closed-form density expansions (Q366977) (← links)
- On a family of test statistics for discretely observed diffusion processes (Q391894) (← links)
- Estimation of parameters for discretely observed diffusion processes with a variety of rates for information (Q421429) (← links)
- A contrast estimator for completely or partially observed hypoelliptic diffusion (Q432498) (← links)
- LAN property for a simple Lévy process (Q467698) (← links)
- Approximation of the solution of the backward stochastic differential equation. Small noise, large sample and high frequency cases (Q492172) (← links)
- Nonparametric estimation in a mixed-effect Ornstein-Uhlenbeck model (Q504180) (← links)
- Estimation of integrated quadratic covariation with endogenous sampling times (Q506040) (← links)
- Two-step estimation of ergodic Lévy driven SDE (Q523453) (← links)
- Limit theorems in the Fourier transform method for the estimation of multivariate volatility (Q544506) (← links)
- Test for parameter change in discretely observed diffusion processes (Q625303) (← links)
- Central limit theorems for realized volatility under hitting times of an irregular grid (Q713209) (← links)
- Nonsynchronous covariation process and limit theorems (Q719383) (← links)
- Second-order asymptotic expansion for a non-synchronous covariation estimator (Q720740) (← links)
- LAMN property for hidden processes: the case of integrated diffusions (Q731453) (← links)
- Quasi-likelihood analysis for nonsynchronously observed diffusion processes (Q740191) (← links)
- Estimation for the change point of volatility in a stochastic differential equation (Q765890) (← links)
- Prediction-based estimation for diffusion models with high-frequency data (Q825345) (← links)
- Parametric estimation for a parabolic linear SPDE model based on discrete observations (Q826976) (← links)
- Parametric inference for discretely observed non-ergodic diffusions (Q850751) (← links)
- Limits for weighted \(p\)-variations and likewise functionals of fractional diffusions with drift (Q869098) (← links)
- Local asymptotic mixed normality of transformed Gaussian models for random fields (Q869103) (← links)
- Contrast-based information criterion for ergodic diffusion processes from discrete observations (Q904080) (← links)
- Consistent estimation of covariation under nonsynchronicity (Q946288) (← links)
- Approximate martingale estimating functions for stochastic differential equations with small noises (Q947158) (← links)
- Monte Carlo maximum likelihood estimation for discretely observed diffusion processes (Q1002156) (← links)
- Estimation for stochastic differential equations with a small diffusion coefficient (Q1009661) (← links)
- Parametric estimation for partially hidden diffusion processes sampled at discrete times (Q1016630) (← links)
- Minimax estimation of the diffusion coefficient through irregular samplings (Q1359760) (← links)
- A review of asymptotic theory of estimating functions (Q1656854) (← links)
- Hybrid estimators for stochastic differential equations from reduced data (Q1656855) (← links)
- Efficient asymptotic variance reduction when estimating volatility in high frequency data (Q1668576) (← links)
- Moment convergence in regularized estimation under multiple and mixed-rates asymptotics (Q1678536) (← links)
- Non-Gaussian quasi-likelihood estimation of SDE driven by locally stable Lévy process (Q1730944) (← links)
- Statistical estimation of the oscillating Brownian motion (Q1750094) (← links)
- Approximation of the occupation measure of Lévy processes (Q1780710) (← links)
- Convergence of some random functionals of discretized semimartingales (Q1932225) (← links)
- Minimum density power divergence estimator for diffusion processes (Q1934487) (← links)
- Estimation of the lead-lag parameter from non-synchronous data (Q1952430) (← links)
- Parametric inference for hypoelliptic ergodic diffusions with full observations (Q2023472) (← links)
- Joint estimation for volatility and drift parameters of ergodic jump diffusion processes via contrast function (Q2040941) (← links)
- Global jump filters and quasi-likelihood analysis for volatility (Q2042527) (← links)
- Adaptive testing method for ergodic diffusion processes based on high frequency data (Q2059448) (← links)
- Distribution-free specification test for volatility function based on high-frequency data with microstructure noise (Q2082567) (← links)
- The LAN property for McKean-Vlasov models in a mean-field regime (Q2105067) (← links)
