Statistical Inference for Ergodic Diffusion Processes

Journal of the American Statistical Association ◽

10.1198/jasa.2006.s98 ◽

2006 ◽

Vol 101 (474) ◽

pp. 846-846

Author(s):

Peter C Kiessler

Keyword(s):

Statistical Inference ◽

Diffusion Processes ◽

Ergodic Diffusion

Download Full-text

Statistical Inference for Ergodic Diffusion Processes

10.1007/978-1-4471-3866-2 ◽

2004 ◽

Author(s):

Yury A. Kutoyants

Keyword(s):

Statistical Inference ◽

Diffusion Processes ◽

Ergodic Diffusion

Download Full-text

Asymptotically Efficient Sequential Kernel Estimates of the Drift Coefficient in Ergodic Diffusion Processes

Statistical Inference for Stochastic Processes ◽

10.1007/s11203-005-3248-4 ◽

2006 ◽

Vol 9 (1) ◽

pp. 1-16 ◽

Author(s):

L. Galtchouk ◽

S. Pergamenshchikov

Keyword(s):

Diffusion Processes ◽

Kernel Estimates ◽

Ergodic Diffusion ◽

Asymptotically Efficient ◽

Drift Coefficient

Download Full-text

Quadratic Type Contrast Functions for Discretely Observed Non-Ergodic Diffusion Processes

SSRN Electronic Journal ◽

10.2139/ssrn.1344189 ◽

2009 ◽

Author(s):

Yasutaka Shimizu

Keyword(s):

Diffusion Processes ◽

Ergodic Diffusion

Download Full-text

Statistical Inference for Fractional Diffusion Processes

10.1002/9780470667125 ◽

2010 ◽

Author(s):

B. L. S. Prakasa Rao

Keyword(s):

Statistical Inference ◽

Diffusion Processes ◽

Fractional Diffusion

Download Full-text

Estimation for misspecified ergodic diffusion processes from discrete observations

ESAIM Probability and Statistics ◽

10.1051/ps/2010001 ◽

2011 ◽

Vol 15 ◽

pp. 270-290 ◽

Author(s):

Masayuki Uchida ◽

Nakahiro Yoshida

Keyword(s):

Diffusion Processes ◽

Discrete Observations ◽

Ergodic Diffusion

Download Full-text

Hybrid estimation for ergodic diffusion processes based on noisy discrete observations

Statistical Inference for Stochastic Processes ◽

10.1007/s11203-019-09203-2 ◽

2019 ◽

Vol 23 (1) ◽

pp. 171-198

Author(s):

Yusuke Kaino ◽

Shogo H. Nakakita ◽

Masayuki Uchida

Keyword(s):

Diffusion Processes ◽

Discrete Observations ◽

Hybrid Estimation ◽

Ergodic Diffusion

Download Full-text

Adaptive Bayes type estimators of ergodic diffusion processes from discrete observations

Statistical Inference for Stochastic Processes ◽

10.1007/s11203-014-9095-4 ◽

2014 ◽

Vol 17 (2) ◽

pp. 181-219 ◽

Author(s):

Masayuki Uchida ◽

Nakahiro Yoshida

Keyword(s):

Diffusion Processes ◽

Discrete Observations ◽

Ergodic Diffusion

Download Full-text

Estimation for change point of discretely observed ergodic diffusion processes

Scandinavian Journal of Statistics ◽

10.1111/sjos.12567 ◽

2022 ◽

Author(s):

Yozo Tonaki ◽

Yusuke Kaino ◽

Masayuki Uchida

Keyword(s):

Change Point ◽

Diffusion Processes ◽

Ergodic Diffusion

Download Full-text

On Parameter Estimation by Contaminated Observations of Ergodic Diffusion Processes

Statistics for Industry and Technology - Parametric and Semiparametric Models with Applications to Reliability, Survival Analysis, and Quality of Life ◽

10.1007/978-0-8176-8206-4_28 ◽

2004 ◽

pp. 461-472

Author(s):

Yu. A. Kutoyants

Keyword(s):

Parameter Estimation ◽

Diffusion Processes ◽

Ergodic Diffusion

Download Full-text

AIC type statistics for discretely observed ergodic diffusion processes

Statistical Inference for Stochastic Processes ◽

10.1007/s11203-014-9101-x ◽

2014 ◽

Vol 17 (3) ◽

pp. 267-282 ◽

Author(s):

Takayuki Fujii ◽

Masayuki Uchida

Keyword(s):

Diffusion Processes ◽

Ergodic Diffusion

Download Full-text