Pages that link to "Item:Q4188620"

The following pages link to Minimum contrast estimation in diffusion processes (Q4188620):

Displaying 18 items.

• A two-stage realized volatility approach to estimation of diffusion processes with discrete data (Q302180) (← links)
• Deterministic equivalents of additive functionals of recurrent diffusions and drift estimation (Q623478) (← links)
• Uniform rate of weak convergence of the minimum contrast estimator in the Ornstein-Uhlenbeck process (Q708780) (← links)
• Asymptotic behavior of M-estimator and related random field for diffusion process (Q756893) (← links)
• Robust M-estimators in diffusion processes (Q1119307) (← links)
• Large deviations inequalities for the maximum likelihood estimator and the Bayes estimators in nonlinear stochastic differential equations (Q1293846) (← links)
• Minimum contrast estimator for fractional Ornstein-Uhlenbeck processes (Q1934446) (← links)
• Uniform approximate estimation for nonlinear nonhomogeneous stochastic system with unknown parameter (Q1954763) (← links)
• A maximal inequality for continuous martingales and \(M\)-estimation in a Gaussian white noise model (Q1970485) (← links)
• A change detection procedure for an ergodic diffusion process (Q2409396) (← links)
• Rates of weak convergence of approximate minimum contrast estimators for the discretely observed Ornstein-Uhlenbeck process (Q2497799) (← links)
• Maximum likelihood estimation for the drift parameter in diffusion processes (Q2833696) (← links)
• Minimum contrast estimation in fractional Ornstein-Uhlenbeck process: Continuous and discrete sampling (Q2853356) (← links)
• ECONOMETRIC ANALYSIS OF CONTINUOUS TIME MODELS: A SURVEY OF PETER PHILLIPS’S WORK AND SOME NEW RESULTS (Q2878817) (← links)
• On minimum-contrast estimation for hilbert space-valued stochastic differential equations (Q3713267) (← links)
• Sobre la estimacion del coeficiente de tendencia en procesos de difusion con paradas aleatorias (Q3804040) (← links)
• Estimating a class of diffusions from discrete observations via approximate maximum likelihood method (Q5147562) (← links)
• Le Cam-Stratonovich-Boole theory for Itô diffusions (Q6112114) (← links)