Pages that link to "Item:Q3949839"
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The following pages link to Identification of Nonstationary Diffusion Model by the Method of Sieves (Q3949839):
Displaying 13 items.
- An identification problem for systems with additive fractional Brownian field (Q334261) (← links)
- Inference methods for discretely observed continuous-time stochastic volatility models: A commented overview (Q862564) (← links)
- Asymptotically efficient sequential kernel estimates of the drift coefficient in ergodic diffusion processes (Q995842) (← links)
- Identification of a hereditary system with distributed delay (Q1061085) (← links)
- Estimation of the nuisance parameter for a semimartingale regression model (Q1179404) (← links)
- Stochastic methods for neural systems (Q1200640) (← links)
- A note on smoothed estimating functions (Q1335374) (← links)
- Statistical modeling of diffusion processes with free knot splines (Q1408736) (← links)
- Nonparametric estimation of a scalar diffusion model from discrete time data: a survey (Q1699137) (← links)
- Infinite dimensional parameter identification for stochastic parabolic systems (Q1823909) (← links)
- Identification for Linear Stochastic Systems Driven by Fractional Brownian Motion (Q3158188) (← links)
- Nonparametric adaptive estimation for interacting particle systems (Q6140337) (← links)
- Nonparametric estimation for SDE with sparsely sampled paths: an FDA perspective (Q6145601) (← links)