Pages that link to "Item:Q4677112"

The following pages link to Estimation for Discretely Observed Small Diffusions Based on Approximate Martingale Estimating Functions (Q4677112):

Displaying 27 items.

• Maximum likelihood type estimation for discretely observed CIR model with small \(\alpha\)-stable noises (Q342738) (← links)
• Least squares estimators for discretely observed stochastic processes driven by small Lévy noises (Q391568) (← links)
• Small noise fluctuations of the CIR model driven by \(\alpha\)-stable noises (Q466985) (← links)
• Least squares estimators for stochastic differential equations driven by small Lévy noises (Q529425) (← links)
• Least squares estimator for discretely observed Ornstein-Uhlenbeck processes with small Lévy noises (Q731952) (← links)
• Quasi-likelihood analysis for nonsynchronously observed diffusion processes (Q740191) (← links)
• Approximate martingale estimating functions for stochastic differential equations with small noises (Q947158) (← links)
• Estimation for stochastic differential equations with a small diffusion coefficient (Q1009661) (← links)
• On penalized estimation for dynamical systems with small noise (Q1753155) (← links)
• Hybrid estimators for small diffusion processes based on reduced data (Q1785794) (← links)
• Trajectory fitting estimation for a class of SDEs with small Lévy noises (Q2083427) (← links)
• Least squares estimator for path-dependent McKean-Vlasov SDEs via discrete-time observations (Q2153080) (← links)
• Least-squares estimators based on the Adams method for stochastic differential equations with small Lévy noise (Q2166033) (← links)
• Least squares estimation for path-distribution dependent stochastic differential equations (Q2245071) (← links)
• Estimating functions for jump-diffusions (Q2274300) (← links)
• Parametric inference for discretely observed multidimensional diffusions with small diffusion coefficient (Q2434472) (← links)
• Quasi likelihood analysis of volatility and nondegeneracy of statistical random field (Q2447656) (← links)
• Least squares estimators for stochastic differential equations with Markovian switching (Q2697299) (← links)
• Joint analysis and estimation of stock prices and trading volume in Barndorff-Nielsen and Shephard stochastic volatility models (Q3019508) (← links)
• Least squares estimator for stochastic differential equations driven by small fractional Lévy noises from discrete observations (Q3384682) (← links)
• Discrete-Time Statistical Inference for Multiscale Diffusions (Q4627436) (← links)
• Discrete-Time Inference for Slow-Fast Systems Driven by Fractional Brownian Motion (Q5157689) (← links)
• (Q5879927) (← links)
• Parameter estimation for Ornstein-Uhlenbeck driven by Ornstein-Uhlenbeck processes with small Lévy noises (Q6046185) (← links)
• Parameter estimation for a linear parabolic SPDE model in two space dimensions with a small noise (Q6155089) (← links)
• Adaptive inference for small diffusion processes based on sampled data (Q6169614) (← links)
• Least squares estimation for the Ornstein-Uhlenbeck process with small Hermite noise (Q6640106) (← links)