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  • Search: person:"Loukianov, O."
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Harris diffusion 1 Maximum likelihood estimator 1 Rate of convergence 1 Regularity of martingale families 1
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Loukianov, O. 2 Loukianova, D. 2
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Statistical Inference for Stochastic Processes 1 Statistics & Probability Letters 1
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Deterministic equivalents of additive functionals of recurrent diffusions and drift estimation
Loukianova, D.; Loukianov, O. - In: Statistical Inference for Stochastic Processes 11 (2008) 2, pp. 107-121
Persistent link: https://www.econbiz.de/10005616061
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Uniform law of large numbers and consistency of estimators for Harris diffusions
Loukianova, D.; Loukianov, O. - In: Statistics & Probability Letters 74 (2005) 4, pp. 347-355
Consider a family of local martingales depending on a parameter [theta] running through some compact in . We show that if their quadratic variations are Hölder in [theta], then the family satisfies a uniform law of large numbers. We apply it to deduce the almost sure consistency of maximum...
Persistent link: https://www.econbiz.de/10005211911
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