✦ LIBER ✦

Adaptive Bayes type estimators of ergodic diffusion processes from discrete observations

✍ Scribed by Uchida, Masayuki; Yoshida, Nakahiro

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Estimation of an Ergodic Diffusion from

✍ Mathieu Kessler 📂 Article 📅 1997 🏛 John Wiley and Sons 🌐 English ⚖ 336 KB

AIC type statistics for discretely obser

✍ Fujii, Takayuki; Uchida, Masayuki 📂 Article 📅 2014 🏛 Springer Netherlands 🌐 English ⚖ 265 KB

Contrast-based information criterion for

✍ Masayuki Uchida 📂 Article 📅 2009 🏛 Springer Japan 🌐 English ⚖ 333 KB

Estimation for diffusion processes from

✍ Nakahiro Yoshida 📂 Article 📅 1992 🏛 Elsevier Science 🌐 English ⚖ 873 KB

M-Estimation for Discretely Observed Erg

✍ Yasutaka Shimizu 📂 Article 📅 2006 🏛 Springer Netherlands 🌐 English ⚖ 437 KB

Estimation of Parameters for Diffusion P

✍ Yasutaka Shimizu; Nakahiro Yoshida 📂 Article 📅 2006 🏛 Springer Netherlands 🌐 English ⚖ 447 KB