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Asymptotic Normality of the Recursive M-estimators of the Scale Parameters
Miao, Baiqi; Wu, Yuehua; Liu, Donghai; Tong, Qian - In: Annals of the Institute of Statistical Mathematics 59 (2007) 2, pp. 367-384
Persistent link: https://www.econbiz.de/10005395661
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Third-order asymptotic expansion of M-estimators for diffusion processes
Sakamoto, Yuji; Yoshida, Nakahiro - In: Annals of the Institute of Statistical Mathematics 61 (2009) 3, pp. 629-661
Persistent link: https://www.econbiz.de/10005029247
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Asymptotic behavior of M-estimator and related random field for diffusion process
Yoshida, Nakahiro - In: Annals of the Institute of Statistical Mathematics 42 (1990) 2, pp. 221-251
Persistent link: https://www.econbiz.de/10005169160
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Test for Parameter Change in Diffusion Processes by Cusum Statistics Based on One-step Estimators
Lee, Sangyeol; Nishiyama, Yoichi; Yoshida, Nakahiro - In: Annals of the Institute of Statistical Mathematics 58 (2006) 2, pp. 211-222
Persistent link: https://www.econbiz.de/10005169241
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Robust M-estimators in diffusion processes
Yoshida, Nakahiro - In: Annals of the Institute of Statistical Mathematics 40 (1988) 4, pp. 799-820
Persistent link: https://www.econbiz.de/10005184633
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Polynomial type large deviation inequalities and quasi-likelihood analysis for stochastic differential equations
Yoshida, Nakahiro - In: Annals of the Institute of Statistical Mathematics 63 (2011) 3, pp. 431-479
Persistent link: https://www.econbiz.de/10008925568
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Multivariate Local Polynomial Fitting for Martingale Nonlinear Regression Models
Lu, Zhan-Qian - In: Annals of the Institute of Statistical Mathematics 51 (1999) 4, pp. 691-706
Persistent link: https://www.econbiz.de/10005395715
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Nonparametric estimation of compound distributions with applications in insurance
Pitts, S. - In: Annals of the Institute of Statistical Mathematics 46 (1994) 3, pp. 537-555
Persistent link: https://www.econbiz.de/10005395805
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Multivariate density estimation using dimension reducing information and tail flattening transformations for truncated or censored data
Buch-Kromann, Tine; Nielsen, Jens - In: Annals of the Institute of Statistical Mathematics 64 (2012) 1, pp. 167-192
Persistent link: https://www.econbiz.de/10010848641
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Higher-order accurate polyspectral estimation with flat-top lag-windows
Berg, Arthur; Politis, Dimitris - In: Annals of the Institute of Statistical Mathematics 61 (2009) 2, pp. 477-498
Persistent link: https://www.econbiz.de/10004999529