Adaptive test for ergodic diffusions plus noise

5 April 2018

Papers citing "Adaptive test for ergodic diffusions plus noise"

6 / 6 papers shown

Title
Adaptive inference for small diffusion processes based on sampled data T. Kawai Masayuki Uchida 53 1 0 03 Aug 2021
Adaptive testing method for ergodic diffusion processes based on high frequency data T. Kawai Masayuki Uchida 42 2 0 26 Oct 2020
Parametric estimation for convolutionally observed diffusion processes Shogo H. Nakakita Masayuki Uchida DiffM 45 0 0 24 Jun 2019
Hybrid estimation for ergodic diffusion processes based on noisy discrete observations Yusuke Kaino Shogo H. Nakakita Masayuki Uchida 30 3 0 27 Nov 2018
Quasi-likelihood analysis of an ergodic diffusion plus noise Shogo H. Nakakita Masayuki Uchida 52 4 0 25 Jun 2018
Inference for ergodic diffusions plus noise Shogo H. Nakakita Masayuki Uchida 40 12 0 28 May 2018