Pages that link to "Item:Q1863418"

The following pages link to LAN property for ergodic diffusions with discrete observations (Q1863418):

Displaying 50 items.

• Robust parameter estimation for the Ornstein-Uhlenbeck process (Q257449) (← links)
• Convergence of Gaussian quasi-likelihood random fields for ergodic Lévy driven SDE observed at high frequency (Q367001) (← links)
• Local asymptotic mixed normality for discretely observed non-recurrent Ornstein-Uhlenbeck processes (Q421403) (← 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)
• On the approximate maximum likelihood estimation for diffusion processes (Q449968) (← links)
• AIC type statistics for discretely observed ergodic diffusion processes (Q466057) (← links)
• LAN property for a simple Lévy process (Q467698) (← links)
• Two-step estimation of ergodic Lévy driven SDE (Q523453) (← links)
• LAMN property for hidden processes: the case of integrated diffusions (Q731453) (← links)
• Ergodicity and exponential \(\beta\)-mixing bounds for multidimensional diffusions with jumps (Q873605) (← links)
• Local asymptotic mixed normality property for nonsynchronously observed diffusion processes (Q888473) (← links)
• Efficient pointwise estimation based on discrete data in ergodic nonparametric diffusions (Q888494) (← links)
• Contrast-based information criterion for ergodic diffusion processes from discrete observations (Q904080) (← links)
• Estimation for stochastic differential equations with a small diffusion coefficient (Q1009661) (← links)
• Efficient estimation of stable Lévy process with symmetric jumps (Q1656845) (← links)
• A review of asymptotic theory of estimating functions (Q1656854) (← links)
• Hybrid estimators for stochastic differential equations from reduced data (Q1656855) (← links)
• Non-Gaussian quasi-likelihood estimation of SDE driven by locally stable Lévy process (Q1730944) (← links)
• Nonparametric estimation of scalar diffusions based on low frequency data (Q1766134) (← links)
• Local asymptotic normality property for fractional Gaussian noise under high-frequency observations (Q1800793) (← links)
• A ridge estimator of the drift from discrete repeated observations of the solution of a stochastic differential equation (Q1983630) (← links)
• Nonparametric drift estimation for diffusions with jumps driven by a Hawkes process (Q2023465) (← links)
• Joint estimation for volatility and drift parameters of ergodic jump diffusion processes via contrast function (Q2040941) (← links)
• Adaptive testing method for ergodic diffusion processes based on high frequency data (Q2059448) (← links)
• On the nonparametric inference of coefficients of self-exciting jump-diffusion (Q2154949) (← links)
• LAMN property for multivariate inhomogeneous diffusions with discrete observations (Q2168085) (← links)
• Volatility uncertainty quantification in a stochastic control problem applied to energy (Q2176387) (← links)
• Asymptotic properties for the parameter estimation in Ornstein-Uhlenbeck process with discrete observations (Q2199706) (← links)
• Density and gradient estimates for non degenerate Brownian SDEs with unbounded measurable drift (Q2216048) (← links)
• Estimating diffusion with compound Poisson jumps based on self-normalized residuals (Q2242851) (← links)
• Nonparametric Bayesian drift estimation for multidimensional stochastic differential equations (Q2257496) (← links)
• Parameter estimation for the discretely observed fractional Ornstein-Uhlenbeck process and the Yuima R package (Q2259080) (← links)
• LAN property for stochastic differential equations with additive fractional noise and continuous time observation (Q2274285) (← links)
• Estimating functions for jump-diffusions (Q2274300) (← links)
• Empirical \(L^2\)-distance test statistics for ergodic diffusions (Q2316339) (← links)
• On the asymptotic properties of Bayes-type estimators with general loss functions (Q2317246) (← links)
• Data driven time scale in Gaussian quasi-likelihood inference (Q2330960) (← links)
• The Dantzig selector for a linear model of diffusion processes (Q2330962) (← links)
• Malliavin calculus approach to statistical inference for Lévy driven SDE's (Q2340302) (← links)
• Hybrid multi-step estimators for stochastic differential equations based on sampled data (Q2350913) (← links)
• A selective overview of nonparametric methods in financial econometrics (Q2381754) (← links)
• Parameter estimation of Ornstein-Uhlenbeck process generating a stochastic graph (Q2412763) (← links)
• Asymptotics for functionals of self-normalized residuals of discretely observed stochastic processes (Q2447652) (← links)
• Adaptive test statistics for ergodic diffusion processes sampled at discrete times (Q2453614) (← links)
• Exact asymptotics for estimating the marginal density of discretely observed diffusion proc\-esses (Q2565928) (← links)
• Local asymptotic normality property for Ornstein-Uhlenbeck processes with jumps under discrete sampling (Q2636938) (← links)
• Asymptotic Inference for Jump Diffusions with State-Dependent Intensity (Q2815596) (← links)
• An Ornstein-Uhlenbeck-Type Process Which Satisfies Sufficient Conditions for a Simulation-Based Filtering Procedure (Q2841781) (← links)
• Exact and Computationally Efficient Likelihood-Based Estimation for Discretely Observed Diffusion Processes (with Discussion) (Q3408539) (← links)