Pages that link to "Item:Q1431528"
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The following pages link to Small-diffusion asymptotics for discretely sampled stochastic differential equations (Q1431528):
Displaying 40 items.
- Maximum likelihood type estimation for discretely observed CIR model with small \(\alpha\)-stable noises (Q342738) (← links)
- Least squares estimators for discretely observed stochastic processes driven by small Lévy noises (Q391568) (← links)
- On a family of test statistics for discretely observed diffusion processes (Q391894) (← links)
- Small noise fluctuations of the CIR model driven by \(\alpha\)-stable noises (Q466985) (← links)
- Least squares estimators for stochastic differential equations driven by small Lévy noises (Q529425) (← links)
- Least squares estimator for discretely observed Ornstein-Uhlenbeck processes with small Lévy noises (Q731952) (← links)
- Quasi-likelihood analysis for nonsynchronously observed diffusion processes (Q740191) (← links)
- Adaptive estimator for a parabolic linear SPDE with a small noise (Q825347) (← links)
- Goodness of fit test for small diffusions by discrete time observations (Q907094) (← links)
- Approximate martingale estimating functions for stochastic differential equations with small noises (Q947158) (← links)
- Estimation for stochastic differential equations with a small diffusion coefficient (Q1009661) (← links)
- Statistical inference for stochastic differential equations with small noises (Q1724191) (← links)
- On penalized estimation for dynamical systems with small noise (Q1753155) (← links)
- Hybrid estimators for small diffusion processes based on reduced data (Q1785794) (← links)
- Parameter estimation for the discretely observed vasicek model with small fractional Lévy noise (Q1987558) (← links)
- Continuous record Laplace-based inference about the break date in structural change models (Q2043251) (← links)
- Parameter estimation for Ornstein-Uhlenbeck processes driven by fractional Lévy process (Q2061505) (← links)
- Parametric inference for small variance and long time horizon McKean-Vlasov diffusion models (Q2074311) (← links)
- Trajectory fitting estimation for a class of SDEs with small Lévy noises (Q2083427) (← links)
- Least squares estimator for path-dependent McKean-Vlasov SDEs via discrete-time observations (Q2153080) (← links)
- Least-squares estimators based on the Adams method for stochastic differential equations with small Lévy noise (Q2166033) (← links)
- Regularized bridge-type estimation with multiple penalties (Q2230875) (← links)
- Probabilistic properties and parametric inference of small variance nonlinear self-stabilizing stochastic differential equations (Q2239268) (← links)
- Least squares estimation for path-distribution dependent stochastic differential equations (Q2245071) (← links)
- Least squares estimator for Ornstein-Uhlenbeck processes driven by fractional Lévy processes from discrete observations (Q2338242) (← links)
- Parametric inference for discretely observed multidimensional diffusions with small diffusion coefficient (Q2434472) (← links)
- Quasi likelihood analysis of volatility and nondegeneracy of statistical random field (Q2447656) (← links)
- High frequency asymptotics for wavelet-based tests for Gaussianity and isotropy on the torus (Q2482620) (← links)
- Approximation of epidemic models by diffusion processes and their statistical inference (Q2512950) (← links)
- Least squares estimator for stochastic differential equations driven by small fractional Lévy noises from discrete observations (Q3384682) (← links)
- Discrete-Time Statistical Inference for Multiscale Diffusions (Q4627436) (← links)
- Least squares estimator for Ornstein–Uhlenbeck processes driven by small fractional Lévy noises (Q5078489) (← links)
- Discrete-Time Inference for Slow-Fast Systems Driven by Fractional Brownian Motion (Q5157689) (← links)
- (Q5879927) (← links)
- Asymptotic inference for stochastic differential equations driven by fractional Brownian motion (Q6134376) (← links)
- Parameter estimation for a linear parabolic SPDE model in two space dimensions with a small noise (Q6155089) (← links)
- Threshold estimation for jump-diffusions under small noise asymptotics (Q6166019) (← links)
- Adaptive inference for small diffusion processes based on sampled data (Q6169614) (← links)
- Parameter estimation in nonlinear multivariate stochastic differential equations based on splitting schemes (Q6550975) (← links)
- Least squares estimation for the Ornstein-Uhlenbeck process with small Hermite noise (Q6640106) (← links)
