Pages that link to "Item:Q1970485"
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The following pages link to A maximal inequality for continuous martingales and \(M\)-estimation in a Gaussian white noise model (Q1970485):
Displaying 12 items.
- Deterministic equivalents of additive functionals of recurrent diffusions and drift estimation (Q623478) (← links)
- Goodness of fit test for ergodic diffusions by tick time sample scheme (Q625318) (← links)
- Uniform deterministic equivalent of additive functionals and non-parametric drift estimation for one-dimensional recurrent diffusions (Q731698) (← links)
- Goodness of fit test for ergodic diffusion processes (Q904055) (← links)
- Asymptotic theory of semiparametric \(Z\)-estimators for stochastic processes with applications to ergodic diffusions and time series (Q1043751) (← links)
- Weak convergence of some classes of martingales with jumps. (Q1872520) (← links)
- Asymptotically distribution free test for parameter change in a diffusion process model (Q1926009) (← links)
- Regression discontinuity designs, white noise models, and minimax (Q2227061) (← links)
- On the rate of convergence of the maximum likelihood estimator in Brownian semimartingale models (Q2496940) (← links)
- Donsker theorems for diffusions: necessary and sufficient conditions (Q2569224) (← links)
- Goodness-of-fit test for ergodic diffusions by discrete-time observations: an innovation martingale approach (Q3021187) (← links)
- Moment convergence of \(M\)-estimators (Q6573286) (← links)
