Estimating a periodicity parameter in the drift of a time inhomogeneous diffusion

25 October 2010

Papers citing "Estimating a periodicity parameter in the drift of a time inhomogeneous diffusion"

5 / 5 papers shown

Title
Polynomials under Ornstein-Uhlenbeck noise and an application to inference in stochastic Hodgkin-Huxley systems R. Höpfner 8 1 0 30 Mar 2020
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
On frequency estimation for partially observed processes with small noise in observations O. Chernoyarov Yury A. Kutoyants 15 1 0 07 Oct 2017
Local Asymptotic Normality for Shape and Periodicity in the Drift of a Time Inhomogeneous Diffusion S. Holbach 28 2 0 13 Oct 2016
On frequency estimation of periodic ergodic diffusion process R. Höpfner Yury A. Kutoyants 79 7 0 26 Aug 2011