The following pages link to (Q5748776):
Displayed 16 items.
- Parametric estimation for non recurrent diffusion processes (Q722665) (← links)
- Nonconsistent estimation by diffusion type observations (Q1332870) (← links)
- On minimum \(L_ 1\)-norm estimate of the parameter of the Ornstein- Uhlenbeck process (Q1332879) (← links)
- On minimum uniform metric estimate of parameters of diffusion-type processes (Q1336971) (← links)
- Statistical inference for SPDEs: an overview (Q1656846) (← links)
- Asymptotic behaviour of the trajectory fitting estimator for reflected Ornstein-Uhlenbeck processes (Q1721911) (← links)
- Trajectory fitting estimators for SPDEs driven by additive noise (Q1744219) (← links)
- On penalized estimation for dynamical systems with small noise (Q1753155) (← links)
- Optimal control for estimation in partially observed elliptic and hypoelliptic linear stochastic differential equations (Q1984647) (← links)
- Trajectory fitting estimation for a class of SDEs with small Lévy noises (Q2083427) (← links)
- Optimal control for parameter estimation in partially observed hypoelliptic stochastic differential equations (Q2095763) (← links)
- Parameter estimation for non-stationary reflected Ornstein-Uhlenbeck processes driven by \(\alpha\)-stable noises (Q2288766) (← links)
- A space-consistent version of the minimum-contrast estimator for linear stochastic evolution equations (Q5114816) (← links)
- Trajectory fitting estimation for stochastic differential equations driven by fractional Brownian motion (Q6062260) (← links)
- Maximum likelihood estimation for the reflected stochastic linear system with a large signal (Q6137366) (← links)
- Parameter estimation for integrated Ornstein-Uhlenbeck processes with small Lévy noises (Q6170511) (← links)