Pages that link to "Item:Q436297"
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The following pages link to Adaptive estimation of an ergodic diffusion process based on sampled data (Q436297):
Displaying 50 items.
- Maximum-likelihood estimation for diffusion processes via closed-form density expansions (Q366977) (← links)
- Convergence of Gaussian quasi-likelihood random fields for ergodic Lévy driven SDE observed at high frequency (Q367001) (← links)
- Adaptive Bayes type estimators of ergodic diffusion processes from discrete observations (Q398577) (← links)
- Adaptive estimation of an ergodic diffusion process based on sampled data (Q436297) (← links)
- AIC type statistics for discretely observed ergodic diffusion processes (Q466057) (← links)
- Adaptive estimator for a parabolic linear SPDE with a small noise (Q825347) (← links)
- Parametric estimation for a parabolic linear SPDE model based on discrete observations (Q826976) (← links)
- Penalized least squares approximation methods and their applications to stochastic processes (Q830256) (← links)
- Method of moments estimators and multi-step MLE for Poisson processes (Q1616201) (← links)
- A review of asymptotic theory of estimating functions (Q1656854) (← links)
- Hybrid estimators for stochastic differential equations from reduced data (Q1656855) (← links)
- Moment convergence in regularized estimation under multiple and mixed-rates asymptotics (Q1678536) (← links)
- Moment convergence of \(Z\)-estimators (Q1687328) (← links)
- Non-Gaussian quasi-likelihood estimation of SDE driven by locally stable Lévy process (Q1730944) (← links)
- A new delta expansion for multivariate diffusions via the Itô-Taylor expansion (Q1740295) (← links)
- Hybrid estimators for small diffusion processes based on reduced data (Q1785794) (← links)
- Hybrid estimation for ergodic diffusion processes based on noisy discrete observations (Q1984651) (← links)
- Efficient parametric estimation for a signal-plus-noise Gaussian model from discrete time observations (Q2040939) (← links)
- Global jump filters and quasi-likelihood analysis for volatility (Q2042527) (← links)
- Adaptive estimation for degenerate diffusion processes (Q2044342) (← links)
- Quasi-likelihood analysis and Bayes-type estimators of an ergodic diffusion plus noise (Q2046480) (← links)
- Adaptive testing method for ergodic diffusion processes based on high frequency data (Q2059448) (← links)
- Quasi-likelihood analysis and its applications (Q2137733) (← links)
- Adaptive tests for parameter changes in ergodic diffusion processes from discrete observations (Q2144201) (← links)
- LAMN property for multivariate inhomogeneous diffusions with discrete observations (Q2168085) (← links)
- Regularized bridge-type estimation with multiple penalties (Q2230875) (← links)
- Estimating diffusion with compound Poisson jumps based on self-normalized residuals (Q2242851) (← links)
- Statistical inference for misspecified ergodic Lévy driven stochastic differential equation models (Q2274269) (← links)
- Empirical \(L^2\)-distance test statistics for ergodic diffusions (Q2316339) (← links)
- On the asymptotic properties of Bayes-type estimators with general loss functions (Q2317246) (← links)
- Adaptive test for ergodic diffusions plus noise (Q2317323) (← links)
- Partial quasi-likelihood analysis (Q2329845) (← links)
- Data driven time scale in Gaussian quasi-likelihood inference (Q2330960) (← links)
- The Dantzig selector for a linear model of diffusion processes (Q2330962) (← links)
- Hybrid multi-step estimators for stochastic differential equations based on sampled data (Q2350913) (← links)
- On the multi-step MLE-process for ergodic diffusion (Q2359720) (← links)
- Estimation for incomplete information stochastic systems from discrete observations (Q2424352) (← links)
- Parametric inference for discretely observed multidimensional diffusions with small diffusion coefficient (Q2434472) (← links)
- Asymptotics for functionals of self-normalized residuals of discretely observed stochastic processes (Q2447652) (← links)
- Adaptive test statistics for ergodic diffusion processes sampled at discrete times (Q2453614) (← links)
- Change point inference in ergodic diffusion processes based on high frequency data (Q2689889) (← links)
- Model Selection for Volatility Prediction (Q2956059) (← links)
- (Q5879927) (← links)
- Gaussian quasi-information criteria for ergodic Lévy driven SDE (Q6138755) (← links)
- Parameter estimation for linear parabolic SPDEs in two space dimensions based on high frequency data (Q6140330) (← links)
- Parameter estimation for a linear parabolic SPDE model in two space dimensions with a small noise (Q6155089) (← links)
- Order estimate of functionals related to fractional Brownian motion (Q6157010) (← links)
- Parameter estimation for ergodic linear SDEs from partial and discrete observations (Q6166017) (← links)
- Adaptive inference for small diffusion processes based on sampled data (Q6169614) (← links)
- Bootstrap method for misspecified ergodic Lévy driven stochastic differential equation models (Q6173727) (← links)