The following pages link to Hilmar Mai (Q341607):
Displaying 7 items.
- Pathwise stability of likelihood estimators for diffusions via rough paths (Q341608) (← links)
- Generalized Post-Widder inversion formula with application to statistics (Q2013063) (← links)
- Jump filtering and efficient drift estimation for Lévy-driven SDEs (Q2413596) (← links)
- Efficient maximum likelihood estimation for Lévy-driven Ornstein-Uhlenbeck processes (Q2448716) (← links)
- On Iteration Improvement for Averaged Expected Cost Control for One-Dimensional Ergodic Diffusions (Q5117358) (← links)
- Forward-reverse expectation-maximization algorithm for Markov chains: convergence and numerical analysis (Q5215017) (← links)
- Robustness in Stochastic Filtering and Maximum Likelihood Estimation for SDEs (Q5256558) (← links)
