Estimating discontinuous periodic signals in a non-time homogeneous
diffusion process

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Estimating discontinuous periodic signals in a non-time homogeneous diffusion process

29 March 2009

Reinhard Höpfner

Yury A. Kutoyants

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Papers citing "Estimating discontinuous periodic signals in a non-time homogeneous diffusion process"

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Title
Local asymptotic normality for shape and periodicity of a signal in the drift of a degenerate diffusion with internal variables S. Holbach 20 3 0 08 Mar 2019
Oracle inequalities for the stochastic differential equations E. Pchelintsev S. Pergamenshchikov 23 8 0 15 Dec 2017
Robust adaptive efficient estimation for a semi-Markov continuous time regression from discrete data V. Barbu Slim Beltaief S. Pergamenshchikov 17 2 0 29 Oct 2017
Local Asymptotic Normality for Shape and Periodicity in the Drift of a Time Inhomogeneous Diffusion S. Holbach 26 2 0 13 Oct 2016
Robust adaptive efficient estimation for semi-Markov nonparametric regression models V. Barbu Slim Beltaief S. Pergamenshchikov 30 9 0 15 Apr 2016
Change Point Testing for the Drift Parameters of a Periodic Mean Reversion Process H. Dehling B. Franke Thomas Kott R. Kulperger 52 16 0 03 Nov 2012
On frequency estimation of periodic ergodic diffusion process R. Höpfner Yury A. Kutoyants 77 7 0 26 Aug 2011
Estimating a periodicity parameter in the drift of a time inhomogeneous diffusion Reinhard Hoepfner Yury A. Kutoyants 115 14 0 25 Oct 2010
On Compound Poisson Processes Arising in Change-Point Type Statistical Models as Limiting Likelihood Ratios S. Dachian I. Negri 100 10 0 16 Jul 2010
On LAN for parametrized continuous periodic signals in a time inhomogeneous diffusion Reinhard Hoepfner Yury A. Kutoyants 89 26 0 18 Mar 2010
On Limiting Likelihood Ratio Processes of some Change-Point Type Statistical Models S. Dachian 116 13 0 02 Jul 2009