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Delay estimation for some stationary diffusion-type processes
Küchler, Uwe; Kutoyants, Yu. A. - 1998
Persistent link: https://www.econbiz.de/10000992277
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Estimation par la distance minimale pour un processus de type diffusion avec retards
Kutoyants, Yu. A. - In: Publications de l'Institut de Statistique de … 38 (1994) 2, pp. 3-18
Persistent link: https://www.econbiz.de/10001165298
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Minimum distance estimation for diffusion random fields
Kutoyants, Yu. A. - In: Publications de l'Institut de Statistique de … 39 (1995) 3, pp. 3-20
Persistent link: https://www.econbiz.de/10001196440
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On parametric statistical models for stationary solutions of affine stochastic delay differential equations
Gushchin, Alexander A.; Küchler, Uwe - 2001
Persistent link: https://www.econbiz.de/10009616777
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On sequential parameter estimation for some linear stochastic differential equations with time delay
Küchler, Uwe; Vasiliev, Vjatscheslav A. - 1998
Persistent link: https://www.econbiz.de/10009578573
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On guaranteed parameter estimation of stochastic differential equations with time delay by noisy observations
Küchler, Uwe; Vasiliev, Vjatscheslav A. - 2001
Persistent link: https://www.econbiz.de/10009612560
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Robust adaptive estimation of dimension reduction space
Čížek, Pavel (contributor); Härdle, Wolfgang (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001918932
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Selfinformative limits of bayes estimates and generalized maximum likelihood
Bunke, Olaf (contributor); Johannes, Jan (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001919013
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Trending time-varying coefficient models with serially correlated errors
Cai, Zongwu (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001919034
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Nonparametric methods on continuous-time finance : a selective review
Cai, Zongwu (contributor); Hong, Yongmiao (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001919184