Pages that link to "Item:Q2481686"

The following pages link to Information criteria for small diffusions via the theory of Malliavin-Watanabe (Q2481686):

Displaying 23 items.

• On drift parameter estimation for mean-reversion type stochastic differential equations with discrete observations (Q307401) (← links)
• Least squares estimators for discretely observed stochastic processes driven by small Lévy noises (Q391568) (← links)
• On a family of test statistics for discretely observed diffusion processes (Q391894) (← links)
• Adaptive Bayes type estimators of ergodic diffusion processes from discrete observations (Q398577) (← links)
• Least squares estimators for stochastic differential equations driven by small Lévy noises (Q529425) (← links)
• Least squares estimator for discretely observed Ornstein-Uhlenbeck processes with small Lévy noises (Q731952) (← 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)
• Improved predictive model selection (Q951027) (← links)
• Divergences test statistics for discretely observed diffusion processes (Q963864) (← links)
• Estimation for stochastic differential equations with a small diffusion coefficient (Q1009661) (← links)
• Statistical inference for stochastic differential equations with small noises (Q1724191) (← links)
• On penalized estimation for dynamical systems with small noise (Q1753155) (← links)
• Asymptotic expansion formulas for functionals of \(\varepsilon\)-Markov processes with a mixing property (Q1768100) (← links)
• Hybrid estimators for small diffusion processes based on reduced data (Q1785794) (← links)
• Conditional expansions and their applications. (Q2574589) (← links)
• Asymptotic expansion and estimates of Wiener functionals (Q2685905) (← links)
• Model Selection for Volatility Prediction (Q2956059) (← links)
• Parameter estimation of stochastic differential equation driven by small fractional noise (Q5095847) (← links)
• Estimation of intrinsic growth factors in a class of stochastic population model (Q5378410) (← links)
• (Q5879927) (← links)
• Parameter estimation for Ornstein-Uhlenbeck driven by Ornstein-Uhlenbeck processes with small Lévy noises (Q6046185) (← links)
• High order asymptotic expansion for Wiener functionals (Q6048984) (← links)