Pages that link to "Item:Q2465367"
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The following pages link to Simulation and inference for stochastic differential equations. With R examples. (Q2465367):
Displaying 50 items.
- sde (Q35014) (← links)
- Langevin diffusions on the torus: estimation and applications (Q122538) (← links)
- An angle-based multivariate functional pseudo-depth for shape outlier detection (Q156472) (← links)
- Simplified simplicial depth for regression and autoregressive growth processes (Q254935) (← links)
- Bidimensional random effect estimation in mixed stochastic differential model (Q300772) (← links)
- Generalized moment estimation of stochastic differential equations (Q311323) (← links)
- Hypotheses testing about the drift parameter in linear stochastic differential equation driven by stable processes (Q333541) (← links)
- On a family of test statistics for discretely observed diffusion processes (Q391894) (← links)
- A transformation approach to modelling multi-modal diffusions (Q393584) (← links)
- Stochastic modeling of damage evolution in composites under environmental ageing (Q402268) (← links)
- High-order approximation of Pearson diffusion processes (Q413731) (← links)
- Inference for systems of stochastic differential equations from discretely sampled data: a numerical maximum likelihood approach (Q470658) (← links)
- Local linear suppression for wireless sensor network data (Q642202) (← links)
- A note on convergence rate of a linearization method for the discretization of stochastic differential equations (Q718587) (← links)
- Parametric estimation for planar random flights (Q734707) (← links)
- A high-order discontinuous Galerkin method for Itô stochastic ordinary differential equations (Q738961) (← links)
- First order strong approximations of scalar SDEs defined in a domain (Q740810) (← links)
- Estimation for the change point of volatility in a stochastic differential equation (Q765890) (← links)
- Parameter estimation for stochastic partial differential equations of second order (Q781562) (← links)
- Nonparametric Bayesian estimation of a Hölder continuous diffusion coefficient (Q783274) (← links)
- Statistical inference for dynamical systems: a review (Q895009) (← links)
- Clustering of discretely observed diffusion processes (Q962291) (← links)
- Polynomial chaos expansion approach to interest rate models (Q1657904) (← links)
- Generating random variates from PDF of Gauss-Markov processes with a reflecting boundary (Q1662059) (← links)
- Bayesian inference for multistate `step and turn' animal movement in continuous time (Q1680360) (← links)
- Central limit theorems and parameter estimation associated with a weighted-fractional Brownian motion (Q1680936) (← links)
- Parametric estimation in the Vasicek-type model driven by sub-fractional Brownian motion (Q1712059) (← links)
- A Legendre-based computational method for solving a class of Itô stochastic delay differential equations (Q1736409) (← links)
- Development of a restricted state space stochastic differential equation model for bacterial growth in rich media (Q1784767) (← links)
- Goodness-of-fit test for interest rate models: an approach based on empirical processes (Q1942884) (← links)
- A ridge estimator of the drift from discrete repeated observations of the solution of a stochastic differential equation (Q1983630) (← links)
- Hybrid estimation for ergodic diffusion processes based on noisy discrete observations (Q1984651) (← links)
- Nonparametric drift estimation for i.i.d. paths of stochastic differential equations (Q1996772) (← links)
- Parameter estimation for stochastic wave equation based on observation window (Q2036011) (← links)
- Quantifying uncertainty with a derivative tracking SDE model and application to wind power forecast data (Q2058882) (← links)
- Maximum likelihood estimation of diffusions by continuous time Markov chain (Q2076164) (← links)
- Chaotic systems with asymmetric heavy-tailed noise: application to 3D attractors (Q2131730) (← links)
- Stochastic functional linear models and Malliavin calculus (Q2135880) (← links)
- Nonparametric inference for diffusion processes in systems with smooth evolution (Q2139987) (← links)
- A hybrid epidemic model to explore stochasticity in COVID-19 dynamics (Q2163826) (← links)
- The least squares estimation for the \(\alpha\)-stable Ornstein-Uhlenbeck process with constant drift (Q2176362) (← links)
- Inferring time non-homogeneous Ornstein Uhlenbeck type stochastic process (Q2189619) (← links)
- Inference on an heteroscedastic Gompertz tumor growth model (Q2207142) (← links)
- Weak approximation of transformed stochastic gradient MCMC (Q2217448) (← links)
- Parameter estimation for non-stationary Fisher-Snedecor diffusion (Q2218835) (← links)
- Indirect inference in fractional short-term interest rate diffusions (Q2227436) (← links)
- Numerical integration of ordinary differential equations with rapidly oscillatory factors (Q2255716) (← links)
- Empirical \(L^2\)-distance test statistics for ergodic diffusions (Q2316339) (← links)
- Adaptive test for ergodic diffusions plus noise (Q2317323) (← links)
- Adaptive methods for stochastic differential equations via natural embeddings and rejection sampling with memory (Q2356881) (← links)
