The following pages link to (Q3330343):
Displaying 50 items.
- Polynomial type large deviation inequalities and quasi-likelihood analysis for stochastic differential equations (Q261826) (← links)
- Asymptotic equivalence of discretely observed diffusion processes and their Euler scheme: small variance case (Q265666) (← links)
- On drift parameter estimation for mean-reversion type stochastic differential equations with discrete observations (Q307401) (← links)
- Convergence of Gaussian quasi-likelihood random fields for ergodic Lévy driven SDE observed at high frequency (Q367001) (← links)
- On large deviations for Poisson stochastic integrals (Q376112) (← 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)
- Adaptive estimation of an ergodic diffusion process based on sampled data (Q436297) (← links)
- Nonparametric estimation of trend for stochastic differential equations driven by fractional Brownian motion (Q453783) (← links)
- Least squares estimators for stochastic differential equations driven by small Lévy noises (Q529425) (← links)
- Information geometry of small diffusions (Q623479) (← links)
- Quasi-likelihood analysis for the stochastic differential equation with jumps (Q644964) (← links)
- Estimation of the intensity of non-homogeneous point processes via wavelets (Q652617) (← links)
- Least squares estimator for discretely observed Ornstein-Uhlenbeck processes with small Lévy noises (Q731952) (← links)
- Quasi-likelihood analysis for nonsynchronously observed diffusion processes (Q740191) (← links)
- Asymptotic behavior of M-estimator and related random field for diffusion process (Q756893) (← links)
- Adaptive estimator for a parabolic linear SPDE with a small noise (Q825347) (← links)
- Parametric estimation for a parabolic linear SPDE model based on discrete observations (Q826976) (← links)
- Parameter estimation for continuous time hidden Markov processes (Q827936) (← links)
- Convergence rates of posterior distributions for Brownian semimartingale models (Q882885) (← links)
- A random effects epidemic-type aftershock sequence model (Q901534) (← links)
- A note on inequalities for probabilities of large deviations of estimators in nonlinear regression models (Q916253) (← links)
- Parameter estimation for the simple self-correcting point process (Q916288) (← links)
- Approximate martingale estimating functions for stochastic differential equations with small noises (Q947158) (← links)
- Hypotheses testing: Poisson versus stress-release (Q1007422) (← links)
- Identification of a Markovian system with observations corrupted by a fractional Brownian motion (Q1012229) (← links)
- Estimating a parametric trend component in a continuous-time jump-type process (Q1103311) (← links)
- On the Hellinger type distances for filtered experiments (Q1119267) (← links)
- Robust M-estimators in diffusion processes (Q1119307) (← links)
- Testing one-sided hypotheses for the mean of a Gaussian process (Q1181134) (← links)
- Parameter estimation in linear filtering (Q1182763) (← links)
- Uniform LAN condition of planar Gibbsian point processes and optimality of maximum likelihood estimators of soft-core potential functions (Q1184045) (← links)
- Estimation for diffusion processes from discrete observation (Q1192000) (← links)
- Local asymptotic mixed normality for semimartingale experiments (Q1203345) (← links)
- Asymptotic expansions of maximum likelihood estimators for small diffusions via the theory of Malliavin-Watanabe (Q1203351) (← links)
- Recursive estimation of intensity function of a Poisson random field (Q1205453) (← links)
- Estimation of system reliability in Brownian stress-strength models based on sample paths (Q1260695) (← links)
- Stochastic partial differential equations in groundwater hydrology. I: Theory (Q1263460) (← links)
- Large deviations inequalities for the maximum likelihood estimator and the Bayes estimators in nonlinear stochastic differential equations (Q1293846) (← links)
- Asymptotic expansions of Bayes estimators for small diffusions (Q1326339) (← links)
- Nonconsistent estimation by diffusion type observations (Q1332870) (← links)
- On minimum uniform metric estimate of parameters of diffusion-type processes (Q1336971) (← links)
- Some problems of nonparametric estimation by observations of ergodic diffusion process (Q1359806) (← links)
- On unbiased density estimation for ergodic diffusion (Q1380639) (← links)
- A note on asymptotic properties of the estimator derived from the Euler method for diffusion processes at discrete times (Q1382237) (← links)
- On cusp estimation of ergodic diffusion process (Q1410582) (← links)
- Remark on semigroup techniques and the maximum likelihood estimation. (Q1423249) (← links)
- Maximum likelihood estimation of hidden Markov processes (Q1429106) (← links)
- Estimation in a Cox regression model with a change-point according to a threshold in a covariate (Q1429312) (← links)
