The following pages link to (Q4264747):
Displaying 44 items.
- A two-stage realized volatility approach to estimation of diffusion processes with discrete data (Q302180) (← links)
- Convolutional autoregressive models for functional time series (Q308370) (← links)
- Local asymptotic mixed normality for discretely observed non-recurrent Ornstein-Uhlenbeck processes (Q421403) (← links)
- On the approximate maximum likelihood estimation for diffusion processes (Q449968) (← links)
- Nonparametric density estimation for functional data by delta sequences (Q467898) (← links)
- Explicit formulas for Laplace transforms of certain functionals of some time inhomogeneous diffusions (Q536242) (← links)
- Recursive parameter estimation: convergence (Q623481) (← links)
- Some developments in semiparametric statistics (Q715787) (← links)
- Conditional independence, conditional mixing and conditional association (Q730762) (← links)
- Parametric inference for discretely observed non-ergodic diffusions (Q850751) (← links)
- Recursive parameter estimation: asymptotic expansion (Q904094) (← links)
- Estimation of the Brownian dimension of a continuous Itô process (Q1002566) (← links)
- Statistical modeling of diffusion processes with free knot splines (Q1408736) (← links)
- A test of goodness of fit testing for stochastic intensities associated to counting processes. (Q1423126) (← links)
- Remark on semigroup techniques and the maximum likelihood estimation. (Q1423249) (← links)
- Regression operator estimation by delta-sequences method for functional data and its applications (Q1633257) (← links)
- Parametric estimation for linear stochastic differential equations driven by sub-fractional Brownian motion (Q1684055) (← links)
- Maximum likelihood estimators for a supercritical branching diffusion process (Q1925558) (← links)
- Stochastic methodology for the study of an epidemic decay phase, based on a branching model (Q1929678) (← links)
- Asymptotic properties of an estimator of the drift coefficients of multidimensional Ornstein-Uhlenbeck processes that are not necessarily stable (Q1951803) (← links)
- Maximum likelihood estimation for sub-fractional Vasicek model (Q2066932) (← links)
- Semimartingale stochastic approximation procedure and recursive estimation (Q2255959) (← links)
- Smoothing and occupation measures of stochastic processes (Q2458949) (← links)
- Test for parameter change in diffusion processes by CUSUM statistics based on one-step estimators (Q2502150) (← links)
- <i>k</i>-NEAREST NEIGHBOR ESTIMATION OF INVERSE-DENSITY-WEIGHTED EXPECTATIONS WITH DEPENDENT DATA (Q2909248) (← links)
- Quantifying Model Uncertainties in Complex Systems (Q2909986) (← links)
- Control Theory and Experimental Design in Diffusion Processes (Q2945147) (← links)
- Sequential Estimation for Fractional Ornstein–Uhlenbeck Type Process (Q3155677) (← links)
- Identification for Linear Stochastic Systems Driven by Fractional Brownian Motion (Q3158188) (← links)
- Local asymptotic normality and estimation via Kalman-Bucy filter for linear systems driven by fractional Brownian motions (Q3185985) (← links)
- Parametric estimation for linear stochastic differential equations driven by mixed fractional Brownian motion (Q4622807) (← links)
- Characterization of submartingales of a new class <font>(Σ<sup><i>r</i></sup>)</font> (Q4639184) (← links)
- Sequential Testing for Simple Hypotheses for Processes Driven by Fractional Brownian Motion (Q4681137) (← links)
- Instrumental variable estimation for stochastic differential equations linear in drift parameter and driven by a sub-fractional Brownian motion (Q4685690) (← links)
- Wavelet analysis for the solution to the wave equation with fractional noise in time and white noise in space (Q5000391) (← links)
- Maximum likelihood estimation for multiscale Ornstein–Uhlenbeck processes (Q5086447) (← links)
- Instrumental Variable Estimation for Linear Stochastic Differential Equations Driven by Fractional Brownian Motion (Q5430132) (← links)
- Test of Homogeneity for Some Population Models Based on Counting Processes (Q5450534) (← links)
- Estimation for Translation of a Process Driven by Fractional Brownian Motion (Q5707908) (← links)
- (Q5879927) (← links)
- Cramér-Rao type integral inequalities for general loss functions (Q5952297) (← links)
- Fractional processes and their statistical inference: an overview (Q6149600) (← links)
- Threshold estimation for jump-diffusions under small noise asymptotics (Q6166019) (← links)
- Lévy area analysis and parameter estimation for fOU processes via non-geometric rough path theory (Q6597918) (← links)
