The following pages link to Ilia Negri (Q180772):
Displaying 20 items.
- Goodness of fit test for ergodic diffusions by tick time sample scheme (Q625318) (← links)
- On optimality of the empirical distribution function for the estimation of the invariant distribution function of a diffusion process (Q634996) (← links)
- On compound Poisson processes arising in change-point type statistical models as limiting likelihood ratios (Q644961) (← links)
- Goodness of fit test for ergodic diffusion processes (Q904055) (← links)
- Goodness of fit test for small diffusions by discrete time observations (Q907094) (← links)
- Stationary distribution function estimation for ergodic diffusion process (Q1281925) (← links)
- Moment convergence of \(Z\)-estimators (Q1687328) (← links)
- Estimating unobservable signal by Markovian noise induction: when noise helps in statistics! (Q1767000) (← links)
- Asymptotically distribution free test for parameter change in a diffusion process model (Q1926009) (← links)
- Backtesting VaR and expectiles with realized scores (Q2324292) (← links)
- \(Z\)-process method for change point problems with applications to discretely observed diffusion processes (Q2404623) (← links)
- On goodness-of-fit testing for ergodic diffusion process with shift parameter (Q2450912) (← links)
- On Gaussian Compound Poisson Type Limiting Likelihood Ratio Process (Q2930687) (← links)
- Goodness-of-fit test for ergodic diffusions by discrete-time observations: an innovation martingale approach (Q3021187) (← links)
- Higher Moments and Prediction‐Based Estimation for the COGARCH(1,1) Model (Q3460651) (← links)
- Stationary distribution function estimation for ergodic diffusion process (Q4217545) (← links)
- On <i>L</i><sub>2</sub> Efficiency of an Empiric Distribution for Ergodic Diffusion Processes (Q4328531) (← links)
- Efficiency of a Class of Unbiased Estimators for the Invariant Distribution Function of a Diffusion Process (Q5190593) (← links)
- On efficient estimation of invariant density for ergodic diffusion processes (Q5933640) (← links)
- Statistical harmonization and uncertainty assessment in the comparison of satellite and radiosonde climate variables (Q6626047) (← links)
