Pages that link to "Item:Q756893"
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The following pages link to Asymptotic behavior of M-estimator and related random field for diffusion process (Q756893):
Displaying 19 items.
- Robust parameter estimation for the Ornstein-Uhlenbeck process (Q257449) (← links)
- Polynomial type large deviation inequalities and quasi-likelihood analysis for stochastic differential equations (Q261826) (← links)
- Deterministic equivalents of additive functionals of recurrent diffusions and drift estimation (Q623478) (← links)
- Uniform deterministic equivalent of additive functionals and non-parametric drift estimation for one-dimensional recurrent diffusions (Q731698) (← links)
- Approximate martingale estimating functions for stochastic differential equations with small noises (Q947158) (← links)
- Parametric estimation for partially hidden diffusion processes sampled at discrete times (Q1016630) (← links)
- Asymptotically normal families of distributions and efficient estimation (Q1184200) (← links)
- Estimation for diffusion processes from discrete observation (Q1192000) (← links)
- Estimation of parameters of linear homogeneous stochastic differential equations (Q1965895) (← links)
- A maximal inequality for continuous martingales and \(M\)-estimation in a Gaussian white noise model (Q1970485) (← links)
- Adaptive estimation for degenerate diffusion processes (Q2044342) (← links)
- Quasi-likelihood analysis and its applications (Q2137733) (← links)
- An M-estimator for stochastic differential equations driven by fractional Brownian motion with small Hurst parameter (Q2194051) (← links)
- Estimation for incomplete information stochastic systems from discrete observations (Q2424352) (← links)
- Quasi likelihood analysis of volatility and nondegeneracy of statistical random field (Q2447656) (← 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)
- Le Cam-Stratonovich-Boole theory for Itô diffusions (Q6112114) (← links)
- Threshold estimation for jump-diffusions under small noise asymptotics (Q6166019) (← links)
