Pages that link to "Item:Q1768100"

The following pages link to Asymptotic expansion formulas for functionals of \(\varepsilon\)-Markov processes with a mixing property (Q1768100):

Displaying 20 items.

• Polynomial type large deviation inequalities and quasi-likelihood analysis for stochastic differential equations (Q261826) (← links)
• Third-order asymptotic expansion of \(M\)-estimators for diffusion processes (Q841023) (← links)
• Ergodicity and exponential \(\beta\)-mixing bounds for multidimensional diffusions with jumps (Q873605) (← links)
• Contrast-based information criterion for ergodic diffusion processes from discrete observations (Q904080) (← links)
• Approximate martingale estimating functions for stochastic differential equations with small noises (Q947158) (← links)
• Edgeworth expansion for ergodic diffusions (Q948933) (← links)
• Comparison of Bartlett-type adjusted tests in the multiparameter case (Q972893) (← links)
• On the first-order Edgeworth expansion for a Markov chain (Q1209887) (← links)
• Moment convergence in regularized estimation under multiple and mixed-rates asymptotics (Q1678536) (← links)
• Moment convergence of regularized least-squares estimator for linear regression model (Q1680803) (← links)
• Approximate self-weighted LAD estimation of discretely observed ergodic Ornstein-Uhlenbeck processes (Q1952068) (← links)
• Hawkes process and Edgeworth expansion with application to maximum likelihood estimator (Q2046294) (← links)
• Homogenization of nonlocal partial differential equations related to stochastic differential equations with Lévy noise (Q2137035) (← links)
• Moment estimation for ergodic diffusion processes (Q2469659) (← links)
• Asymptotic expansion for Barndorff-Nielsen and Shephard's stochastic volatility model (Q2485477) (← links)
• Asymptotic expansion and estimates of Wiener functionals (Q2685905) (← links)
• Asymptotic Expansion for Functionals of a Marked Point Process (Q3585249) (← links)
• Estimation for Discretely Observed Small Diffusions Based on Approximate Martingale Estimating Functions (Q4677112) (← links)
• High order asymptotic expansion for Wiener functionals (Q6048984) (← links)
• Asymptotic expansion of the quadratic variation of fractional stochastic differential equation (Q6596203) (← links)