The following pages link to sde (Q35014):
Displaying 50 items.
- ftsa (Q26604) (← links)
- DrBats (Q29865) (← links)
- nsROC (Q34753) (← links)
- mixedsde (Q51691) (← links)
- (Q91424) (redirect page) (← links)
- yuimaGUI (Q100776) (← links)
- Langevin diffusions on the torus: estimation and applications (Q122538) (← links)
- An angle-based multivariate functional pseudo-depth for shape outlier detection (Q156472) (← links)
- More general problems on first-passage times for diffusion processes: a new version of the fptdApprox R package (Q278369) (← 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)
- Asymptotic normality of discretized maximum likelihood estimator for drift parameter in homogeneous diffusion model (Q340755) (← links)
- On a family of test statistics for discretely observed diffusion processes (Q391894) (← 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)
- Nonparametric Bayesian estimation of a Hölder continuous diffusion coefficient (Q783274) (← links)
- Markovian embedding procedures for non-Markovian stochastic Schrödinger equations (Q822589) (← links)
- Statistical inference for dynamical systems: a review (Q895009) (← links)
- Variation-based tests for volatility misspecification (Q898596) (← links)
- Clustering of discretely observed diffusion processes (Q962291) (← links)
- wwntests (Q1333895) (← links)
- A robust nonparametric framework for reconstruction of stochastic differential equation models (Q1619315) (← links)
- A penalized simulated maximum likelihood approach in parameter estimation for stochastic differential equations (Q1623807) (← links)
- Generating random variates from PDF of Gauss-Markov processes with a reflecting boundary (Q1662059) (← links)
- A Legendre-based computational method for solving a class of Itô stochastic delay differential equations (Q1736409) (← 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)
- Parametric inference for small variance and long time horizon McKean-Vlasov diffusion models (Q2074311) (← 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)
- Inferring time non-homogeneous Ornstein Uhlenbeck type stochastic process (Q2189619) (← links)
- Parameter estimation for non-stationary Fisher-Snedecor diffusion (Q2218835) (← links)
- The wild bootstrap for multivariate Nelson-Aalen estimators (Q2274664) (← 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)
- Randomised mixture models for pricing kernels (Q2398578) (← links)
- Pre-averaged kernel estimators for the drift function of a diffusion process in the presence of microstructure noise (Q2412765) (← links)
- Analysis of crack growth with robust, distribution-free estimators and tests for non-stationary autoregressive processes (Q2442687) (← links)
- Parameter estimation for the stochastic SIS epidemic model (Q2450914) (← links)
- Adaptive test statistics for ergodic diffusion processes sampled at discrete times (Q2453614) (← links)
- Quantifying model uncertainty for the observed non-Gaussian data by the Hellinger distance (Q2656071) (← links)
