The following pages link to (Q4176867):
Displaying 14 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)
- Maximum likelihood estimation of McKean-Vlasov stochastic differential equation and its application (Q668822) (← links)
- Least squares estimator for discretely observed Ornstein-Uhlenbeck processes with small Lévy noises (Q731952) (← links)
- The consistency of a nonlinear least squares estimator from diffusion processes (Q1113595) (← links)
- Asymptotic inference for stochastic processes (Q1143730) (← links)
- Minimax estimation of the diffusion coefficient through irregular samplings (Q1359760) (← links)
- Drift estimation of a certain class of diffusion processes from discrete observation (Q1913464) (← links)
- Least squares estimation for path-distribution dependent stochastic differential equations (Q2245071) (← links)
- Least squares estimator for Ornstein-Uhlenbeck processes driven by \(\alpha \)-stable motions (Q2270877) (← links)
- Estimation for discretely observed diffusions using transform functions (Q4822454) (← links)
- Estimation of intrinsic growth factors in a class of stochastic population model (Q5378410) (← links)
- Rates of convergence of approximate maximum likelihood estimators in the Ornstein-Uhlenbeck process (Q5948815) (← links)
- Wasserstein bounds in CLT of approximative MCE and MLE of the drift parameter for Ornstein-Uhlenbeck processes observed at high frequency (Q6067240) (← links)
