SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Hybrid multi-step estimators for stochastic differential equations based on sampled data · Study

ArticleShelves

ArticleHybrid multi-step estimators for stochastic differential equations based on sampled data

Kengo Kamatani2014

Article2014

Hybrid multi-step estimators for stochastic differential equations based on sampled data

Kengo Kamatani · Masayuki Uchida

57 citations·0/0 files stored·Statistical Inference for Stochastic Processes

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

Stochastic processes and financial applications Control Systems and Identification Markov Chains and Monte Carlo Methods

Abstract

No abstract was published for this record.

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 57 citations exist upstream.

References

2005On covariance estimation of non-synchronously observed diffusion processes 1997Estimation of an Ergodic Diffusion from Discrete Observations 1995Martingale Estimation Functions for Discretely Observed Diffusion Processes 1992Estimation for diffusion processes from discrete observation 1989Approximate discrete-time schemes for statistics of diffusion processes 1993On the estimation of the diffusion coefficient for multi-dimensional diffusion processes 2002Propriété LAN pour les diffusions ergodiques avec observations discrètes 2012Adaptive estimation of an ergodic diffusion process based on sampled data

Related works

Explore the map →

Papers that cite the same references — the relational fallback while embeddings are still backfilling.

2003Small-diffusion asymptotics for discretely sampled stochastic differential equationsarticle · 7 shared references 2012Estimating functions for diffusion-type processeschapter · 7 shared references 2006Estimation of Parameters for Diffusion Processes with Jumps from Discrete Observationsarticle · 5 shared references 2012Adaptive estimation of an ergodic diffusion process based on sampled dataarticle · 5 shared references 2013Maximum-likelihood estimation for diffusion processes via closed-form density expansionsarticle · 5 shared references 2010Nonsynchronous covariation process and limit theoremsarticle · 5 shared references

Details

Year2014

Typearticle

Published2014-10-15

VenueStatistical Inference for Stochastic Processes

ISSN-L1387-0874

Languageen

Citations57

Files0 public / 0

ShelfStochastic processes and financial applications

Identifiers

doi10.1007/s11203-014-9107-4

openalex_workW1983809928

Links

Imported from OpenAlex (CC0) — nothing here is generated.