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Exact asymptotic bias for estimators of the Ornstein–Uhlenbeck process
Bosq, Denis - In: Statistical Inference for Stochastic Processes 13 (2010) 2, pp. 133-145
Persistent link: https://www.econbiz.de/10008456192
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Asymptotic Properties of the Maximum Likelihood Estimator for Stochastic PDEs Disturbed by Small Noise
Huebner, M. - In: Statistical Inference for Stochastic Processes 2 (1999) 1, pp. 57-68
Persistent link: https://www.econbiz.de/10005169106
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Estimation of Cusp Location by Poisson Observations
Dachian, S. - In: Statistical Inference for Stochastic Processes 6 (2003) 1, pp. 1-14
Persistent link: https://www.econbiz.de/10005169110
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Stationary Distribution Function Estimation for Ergodic Diffusion Process
Negri, Ilia - In: Statistical Inference for Stochastic Processes 1 (1998) 1, pp. 61-84
Persistent link: https://www.econbiz.de/10005391497
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Estimation of Parameters for Diffusion Processes with Jumps from Discrete Observations
Shimizu, Yasutaka; Yoshida, Nakahiro - In: Statistical Inference for Stochastic Processes 9 (2006) 3, pp. 227-277
Persistent link: https://www.econbiz.de/10005615999
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Relative Asymptotic Efficiency of the Maximum Pseudolikelihood Estimate for Gauss–Markov Random Fields
Janžura, Martin; Boček, Pavel - In: Statistical Inference for Stochastic Processes 5 (2002) 2, pp. 179-197
Persistent link: https://www.econbiz.de/10005616022