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Quasi-likelihood analysis of an ergodic diffusion plus noise
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Quasi-likelihood analysis of an ergodic diffusion plus noise

Shogo H. Nakakita
Masayuki Uchida
ArXiv (abs)PDFHTML

Papers citing "Quasi-likelihood analysis of an ergodic diffusion plus noise"

2 / 2 papers shown
Title
Parametric estimation for convolutionally observed diffusion processes
Parametric estimation for convolutionally observed diffusion processes
Shogo H. Nakakita
Masayuki Uchida
DiffM
40
0
0
24 Jun 2019
Hybrid estimation for ergodic diffusion processes based on noisy discrete observations
Hybrid estimation for ergodic diffusion processes based on noisy discrete observations
Yusuke Kaino
Shogo H. Nakakita
Masayuki Uchida
24
3
0
27 Nov 2018