Inference for ergodic diffusions plus noise

28 May 2018

Papers citing "Inference for ergodic diffusions plus noise"

6 / 6 papers shown

Title
Adaptive and non-adaptive estimation for degenerate diffusion processes A. Gloter Nakahiro Yoshida 28 8 0 24 Feb 2020
Parametric estimation for a parabolic linear SPDE model based on sampled data Yusuke Kaino Masayuki Uchida 28 11 0 30 Sep 2019
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
Adaptive test for ergodic diffusions plus noise Shogo H. Nakakita Masayuki Uchida 44 11 0 05 Apr 2018