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On the Uniform Convergence of the Empirical Density of an Ergodic Diffusion
Zanten, J. van - In: Statistical Inference for Stochastic Processes 3 (2000) 3, pp. 251-262
Persistent link: https://www.econbiz.de/10005391501
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On Uniform Laws of Large Numbers for Ergodic Diffusions and Consistency of Estimators
Zanten, Harry Van - In: Statistical Inference for Stochastic Processes 6 (2003) 2, pp. 199-213
Persistent link: https://www.econbiz.de/10005616008
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Birth and Death on a Flow: Local Time and Estimation of a Position‐Dependent Death Rate
HÖpfner, R.; LÖcherbach, E. - In: Statistical Inference for Stochastic Processes 1 (1998) 3, pp. 225-243
Persistent link: https://www.econbiz.de/10005616038
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Estimation of the Diffusion Coefficient from Crossings
Florens, Danielle - In: Statistical Inference for Stochastic Processes 1 (1998) 2, pp. 175-195
Persistent link: https://www.econbiz.de/10005169136
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Remarks on Estimation Problem for Stationary Processes in Continuous Time
Davydov, Youri - In: Statistical Inference for Stochastic Processes 4 (2001) 1, pp. 1-15
Persistent link: https://www.econbiz.de/10005169139
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Statistical estimation for reflected skew processes
Bardou, Olivier; Martinez, Miguel - In: Statistical Inference for Stochastic Processes 13 (2010) 3, pp. 231-248
Persistent link: https://www.econbiz.de/10008775917
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Testing for Mean Reversion in Processes of Ornstein-Uhlenbeck Type
Szimayer, A.; Maller, R. - In: Statistical Inference for Stochastic Processes 7 (2004) 2, pp. 95-113
Persistent link: https://www.econbiz.de/10005616007
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Jarque–Bera normality test for the driving Lévy process of a discretely observed univariate SDE
Lee, Sangyeol; Masuda, Hiroki - In: Statistical Inference for Stochastic Processes 13 (2010) 2, pp. 147-161
Persistent link: https://www.econbiz.de/10008456193