A Hoeffding’s inequality for uniformly ergodic diffusion process

Statistics & Probability Letters ◽

10.1016/j.spl.2019.02.012 ◽

2019 ◽

Vol 150 ◽

pp. 23-28

Author(s):

Michael C.H. Choi ◽

Evelyn Li

Keyword(s):

Diffusion Process ◽

Ergodic Diffusion Process ◽

Ergodic Diffusion ◽

Hoeffding’S Inequality

Download Full-text

On confidence intervals for distribution function and density of ergodic diffusion process

Journal of Statistical Planning and Inference ◽

10.1016/s0378-3758(03)00195-2 ◽

2004 ◽

Vol 124 (1) ◽

pp. 63-73

Author(s):

D. Dehay ◽

Yu.A. Kutoyants

Keyword(s):

Distribution Function ◽

Diffusion Process ◽

Confidence Intervals ◽

Ergodic Diffusion Process ◽

Ergodic Diffusion

Download Full-text

Stationary distribution function estimation for ergodic diffusion process

Comptes Rendus de l Académie des Sciences - Series I - Mathematics ◽

10.1016/s0764-4442(98)80054-2 ◽

1998 ◽

Vol 326 (7) ◽

pp. 879-884

Author(s):

Ilia Negri

Keyword(s):

Distribution Function ◽

Diffusion Process ◽

Stationary Distribution ◽

Function Estimation ◽

Ergodic Diffusion Process ◽

Ergodic Diffusion ◽

Distribution Function Estimation ◽

Stationary Distribution Function

Download Full-text

Some problems of nonparametric estimation by observations of ergodic diffusion process

Statistics & Probability Letters ◽

10.1016/s0167-7152(96)00088-0 ◽

1997 ◽

Vol 32 (3) ◽

pp. 311-320 ◽

Author(s):

Yu.A. Kutoyants

Keyword(s):

Diffusion Process ◽

Nonparametric Estimation ◽

Ergodic Diffusion Process ◽

Ergodic Diffusion

Download Full-text

On goodness-of-fit testing for ergodic diffusion process with shift parameter

Statistical Inference for Stochastic Processes ◽

10.1007/s11203-014-9089-2 ◽

2014 ◽

Vol 17 (1) ◽

pp. 51-73 ◽

Author(s):

Ilia Negri ◽

Li Zhou

Keyword(s):

Diffusion Process ◽

Goodness Of Fit ◽

Shift Parameter ◽

Ergodic Diffusion Process ◽

Goodness Of Fit Testing ◽

Fit Testing ◽

Ergodic Diffusion

Download Full-text

HYBRID ESTIMATION FOR AN ERGODIC DIFFUSION PROCESS BASED ON REDUCED DATA

Bulletin of informatics and cybernetics ◽

10.5109/2232332 ◽

2017 ◽

Vol 49 ◽

pp. 89-118 ◽

Author(s):

Yusuke Kaino ◽

Masayuki Uchida ◽

Yuto Yoshida

Keyword(s):

Diffusion Process ◽

Ergodic Diffusion Process ◽

Hybrid Estimation ◽

Ergodic Diffusion ◽

Download Full-text

Adaptive estimation of an ergodic diffusion process based on sampled data

Stochastic Processes and their Applications ◽

10.1016/j.spa.2012.04.001 ◽

2012 ◽

Vol 122 (8) ◽

pp. 2885-2924 ◽

Author(s):

Masayuki Uchida ◽

Nakahiro Yoshida

Keyword(s):

Diffusion Process ◽

Adaptive Estimation ◽

Sampled Data ◽

Ergodic Diffusion Process ◽

Ergodic Diffusion

Download Full-text

Estimation for the invariant law of an ergodic diffusion process based on high-frequency data

Journal of Nonparametric Statistics ◽

10.1080/10485252.2011.591397 ◽

2011 ◽

Vol 23 (4) ◽

pp. 909-915

Author(s):

Yoichi Nishiyama

Keyword(s):

Diffusion Process ◽

High Frequency ◽

High Frequency Data ◽

Frequency Data ◽

Ergodic Diffusion Process ◽

Ergodic Diffusion

Download Full-text

On frequency estimation for a periodic ergodic diffusion process

Problems of Information Transmission ◽

10.1134/s0032946012020032 ◽

2012 ◽

Vol 48 (2) ◽

pp. 127-141 ◽

Author(s):

R. Höpfner ◽

Yu. A. Kutoyants

Keyword(s):

Diffusion Process ◽

Frequency Estimation ◽

Ergodic Diffusion Process ◽

Ergodic Diffusion

Download Full-text

A change detection procedure for an ergodic diffusion process

Annals of the Institute of Statistical Mathematics ◽

10.1007/s10463-016-0564-y ◽

2016 ◽

Vol 69 (4) ◽

pp. 833-864 ◽

Author(s):

Koji Tsukuda

Keyword(s):

Diffusion Process ◽

Change Detection ◽

Ergodic Diffusion Process ◽

Ergodic Diffusion

Download Full-text

On cusp estimation of ergodic diffusion process

Journal of Statistical Planning and Inference ◽

10.1016/s0378-3758(02)00365-8 ◽

2003 ◽

Vol 117 (1) ◽

pp. 153-166 ◽

Author(s):

S Dachian

Keyword(s):

Diffusion Process ◽

Ergodic Diffusion Process ◽

Ergodic Diffusion

Download Full-text