On LAN for parametrized continuous periodic signals in a time inhomogeneous diffusion

18 March 2010

Papers citing "On LAN for parametrized continuous periodic signals in a time inhomogeneous diffusion"

9 / 9 papers shown

Title
Parametric estimation for a signal-plus-noise model from discrete time observations D. Dehay K. E. Waled V. Monsan 13 0 0 15 Mar 2019
Local asymptotic normality for shape and periodicity of a signal in the drift of a degenerate diffusion with internal variables S. Holbach 22 3 0 08 Mar 2019
Oracle inequalities for the stochastic differential equations E. Pchelintsev S. Pergamenshchikov 28 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 22 2 0 29 Oct 2017
Local Asymptotic Normality for Shape and Periodicity in the Drift of a Time Inhomogeneous Diffusion S. Holbach 33 2 0 13 Oct 2016
Robust adaptive efficient estimation for semi-Markov nonparametric regression models V. Barbu Slim Beltaief S. Pergamenshchikov 37 9 0 15 Apr 2016
Estimating Drift Parameters in a Fractional Ornstein Uhlenbeck Process with Periodic Mean H. Dehling B. Franke Jeannette H. C. Woerner 37 45 0 10 Sep 2015
On frequency estimation of periodic ergodic diffusion process R. Höpfner Yury A. Kutoyants 79 7 0 26 Aug 2011
Estimating a periodicity parameter in the drift of a time inhomogeneous diffusion Reinhard Hoepfner Yury A. Kutoyants 118 14 0 25 Oct 2010