Pages that link to "Item:Q1418099"

The following pages link to Statistical inference for ergodic diffusion processes. (Q1418099):

Displaying 50 items.

• Gaussian process methods for one-dimensional diffusions: optimal rates and adaptation (Q259199) (← links)
• Polynomial type large deviation inequalities and quasi-likelihood analysis for stochastic differential equations (Q261826) (← links)
• Bidimensional random effect estimation in mixed stochastic differential model (Q300772) (← links)
• On drift parameter estimation for mean-reversion type stochastic differential equations with discrete observations (Q307401) (← links)
• Consistency of the plug-in functional predictor of the Ornstein-Uhlenbeck process in Hilbert and Banach spaces (Q310616) (← links)
• On score-functions and goodness-of-fit tests for stochastic processes (Q324614) (← links)
• Maximum likelihood estimation for Wishart processes (Q326826) (← links)
• Asymptotic normality of discretized maximum likelihood estimator for drift parameter in homogeneous diffusion model (Q340755) (← links)
• Convergence of Gaussian quasi-likelihood random fields for ergodic Lévy driven SDE observed at high frequency (Q367001) (← links)
• Preliminary test and estimation in some multifactor diffusion processes (Q369390) (← links)
• On frequency estimation for a periodic ergodic diffusion process (Q375951) (← links)
• Maximum likelihood estimation for small noise multiscale diffusions (Q376710) (← links)
• Least squares estimators for discretely observed stochastic processes driven by small Lévy noises (Q391568) (← links)
• On asymptotic distribution of parameter free tests for ergodic diffusion processes (Q398574) (← links)
• Adaptive Bayes type estimators of ergodic diffusion processes from discrete observations (Q398577) (← links)
• On parameter estimation of threshold autoregressive models (Q411543) (← links)
• Local asymptotic mixed normality for discretely observed non-recurrent Ornstein-Uhlenbeck processes (Q421403) (← links)
• On identification of the threshold diffusion processes (Q421414) (← links)
• Estimation of parameters for discretely observed diffusion processes with a variety of rates for information (Q421429) (← links)
• Adaptive estimation of an ergodic diffusion process based on sampled data (Q436297) (← links)
• The asymptotic behavior of stochastically perturbed DI SIR epidemic models with saturated incidences (Q445888) (← links)
• Sharp large deviations for the non-stationary Ornstein-Uhlenbeck process (Q449228) (← links)
• Nonparametric estimation of trend for stochastic differential equations driven by fractional Brownian motion (Q453783) (← links)
• AIC type statistics for discretely observed ergodic diffusion processes (Q466057) (← links)
• On asymptotically distribution free tests with parametric hypothesis for ergodic diffusion processes (Q466061) (← links)
• Approximation of the solution of the backward stochastic differential equation. Small noise, large sample and high frequency cases (Q492172) (← links)
• Parameter estimation based on discrete observations of fractional Ornstein-Uhlenbeck process of the second kind (Q500864) (← links)
• Nonparametric estimation in a mixed-effect Ornstein-Uhlenbeck model (Q504180) (← links)
• On maximum likelihood estimation of the drift matrix of a degenerated O-U process (Q523447) (← links)
• Two-step estimation of ergodic Lévy driven SDE (Q523453) (← links)
• Parameter estimation for the stochastically perturbed Navier-Stokes equations (Q544483) (← links)
• On Cramér-von Mises type test based on local time of switching diffusion process (Q622427) (← links)
• Deterministic equivalents of additive functionals of recurrent diffusions and drift estimation (Q623478) (← links)
• On large deviations in testing Ornstein-Uhlenbeck-type models (Q623480) (← links)
• The normal approximation rate for the drift estimator of multidimensional diffusions (Q625296) (← links)
• Test for parameter change in discretely observed diffusion processes (Q625303) (← links)
• Goodness of fit test for ergodic diffusions by tick time sample scheme (Q625318) (← links)
• Goodness-of-fit tests for perturbed dynamical systems (Q629093) (← links)
• Efficient estimation of spectral functionals for continuous-time stationary models (Q634700) (← links)
• On the goodness-of-fit testing for a switching diffusion process (Q639631) (← links)
• On compound Poisson processes arising in change-point type statistical models as limiting likelihood ratios (Q644961) (← links)
• On estimation of delay location (Q644966) (← links)
• Parameter estimation for fractional Ornstein-Uhlenbeck processes at discrete observation (Q646181) (← links)
• Parameter estimation for rough differential equations (Q651024) (← links)
• The ergodicity and extinction of stochastically perturbed SIR and SEIR epidemic models with saturated incidence (Q662067) (← links)
• Some developments in semiparametric statistics (Q715787) (← links)
• Dynamics of a stochastic predator-prey model with stage structure for predator and Holling type II functional response (Q722017) (← links)
• A new framework for extracting coarse-grained models from time series with multiscale structure (Q727752) (← links)
• Uniform deterministic equivalent of additive functionals and non-parametric drift estimation for one-dimensional recurrent diffusions (Q731698) (← links)
• Change-point estimation from indirect observations. 1. Minimax complexity (Q731700) (← links)