Inference for ergodic diffusions plus noise

Scandinavian Journal of Statistics ◽

10.1111/sjos.12360 ◽

2018 ◽

Vol 46 (2) ◽

pp. 470-516 ◽

Author(s):

Shogo H. Nakakita ◽

Masayuki Uchida

Keyword(s):

Ergodic Diffusions

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Sharp adaptive drift estimation for ergodic diffusions: The multivariate case

Stochastic Processes and their Applications ◽

10.1016/j.spa.2015.02.003 ◽

2015 ◽

Vol 125 (7) ◽

pp. 2562-2602 ◽

Author(s):

Claudia Strauch

Keyword(s):

Multivariate Case ◽

Drift Estimation ◽

Ergodic Diffusions

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On Iteration Improvement for Averaged Expected Cost Control for One-Dimensional Ergodic Diffusions

SIAM Journal on Control and Optimization ◽

10.1137/19m1271944 ◽

2020 ◽

Vol 58 (4) ◽

pp. 2312-2331

Author(s):

Svetlana V. Anulova ◽

Hilmar Mai ◽

Alexander Yu. Veretennikov

Keyword(s):

Cost Control ◽

Expected Cost ◽

One Dimensional ◽

Ergodic Diffusions

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Parametric inference for hypoelliptic ergodic diffusions with full observations

Statistical Inference for Stochastic Processes ◽

10.1007/s11203-020-09222-4 ◽

2020 ◽

Vol 23 (3) ◽

pp. 595-635 ◽

Author(s):

Anna Melnykova

Keyword(s):

Parametric Inference ◽

Ergodic Diffusions

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Sample partitioning estimation for ergodic diffusions: application to ornstein-uhlenbeck diffusion

Discussiones Mathematicae Probability and Statistics ◽

10.7151/dmps.1124 ◽

2010 ◽

Vol 30 (1) ◽

pp. 117

Author(s):

Luís Ramos

Keyword(s):

Ergodic Diffusions

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Adaptive invariant density estimation for ergodic diffusions over anisotropic classes

The Annals of Statistics ◽

10.1214/17-aos1664 ◽

2018 ◽

Vol 46 (6B) ◽

pp. 3451-3480 ◽

Author(s):

Claudia Strauch

Keyword(s):

Density Estimation ◽

Invariant Density ◽

Ergodic Diffusions

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Adaptive test for ergodic diffusions plus noise

Journal of Statistical Planning and Inference ◽

10.1016/j.jspi.2019.03.006 ◽

2019 ◽

Vol 203 ◽

pp. 131-150 ◽

Author(s):

Shogo H. Nakakita ◽

Masayuki Uchida

Keyword(s):

Adaptive Test ◽

Ergodic Diffusions

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On ergodic diffusions on continuous graphs whose centered resolvent admits a trace

Journal of Mathematical Analysis and Applications ◽

10.1016/j.jmaa.2016.01.026 ◽

2016 ◽

Vol 437 (2) ◽

pp. 737-753 ◽

Author(s):

Laurent Miclo

Keyword(s):

Ergodic Diffusions

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Goodness-of-fit test for ergodic diffusions by discrete-time observations: an innovation martingale approach

Journal of Nonparametric Statistics ◽

10.1080/10485252.2010.510186 ◽

2011 ◽

Vol 23 (2) ◽

pp. 237-254 ◽

Author(s):

Hiroki Masuda ◽

Ilia Negri ◽

Yoichi Nishiyama

Keyword(s):

Discrete Time ◽

Goodness Of Fit ◽

Goodness Of Fit Test ◽

Martingale Approach ◽

Discrete Time Observations ◽

Ergodic Diffusions

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Pseudo Maximum Likelihood and Moments Estimators for Some Ergodic Diffusions

Contributions to Statistics - Recent Studies on Risk Analysis and Statistical Modeling ◽

10.1007/978-3-319-76605-8_24 ◽

2018 ◽

pp. 335-343

Author(s):

Pedro Mota ◽

Manuel L. Esquível

Keyword(s):

Maximum Likelihood ◽

Pseudo Maximum Likelihood ◽

Moments Estimators ◽

Ergodic Diffusions

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Asymptotic statistical equivalence for scalar ergodic diffusions

Probability Theory and Related Fields ◽

10.1007/s00440-004-0416-1 ◽

2005 ◽

Vol 134 (2) ◽

pp. 248-282 ◽

Author(s):

Arnak Dalalyan ◽

Markus Reiß

Keyword(s):

Statistical Equivalence ◽

Ergodic Diffusions

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