3

Parameter estimation for diffusion type processes of observation

Year:
1984
Language:
english
File:
PDF, 2.42 MB
english, 1984
5

Nonconsistent estimation by diffusion type observations

Year:
1994
Language:
english
File:
PDF, 369 KB
english, 1994
9

Efficient Density Estimation for Ergodic Diffusion Processes

Year:
1998
Language:
english
File:
PDF, 149 KB
english, 1998
15

On large deviations for Poisson stochastic integrals

Year:
2012
Language:
english
File:
PDF, 442 KB
english, 2012
17

On score-functions and goodness-of-fit tests for stochastic processes

Year:
2016
Language:
english
File:
PDF, 715 KB
english, 2016
21

Identification of Dynamical Systems with Small Noise || The Disorder Problem

Year:
1994
Language:
english
File:
PDF, 1.41 MB
english, 1994
23

Expansion of a Maximum Likelihood Estimate by Diffusion Powers

Year:
1985
Language:
english
File:
PDF, 1009 KB
english, 1985
24

On non-consistency of estimators

Year:
1995
Language:
english
File:
PDF, 1.12 MB
english, 1995
25

Parameter estimation for kalman-bucy filter with small noise

Year:
1994
Language:
english
File:
PDF, 394 KB
english, 1994
27

Estimation of the Trend Parameter of a Diffusion Process in the Smooth Case

Year:
1978
Language:
english
File:
PDF, 577 KB
english, 1978
29

Identification of Dynamical Systems with Small Noise || Introdution

Year:
1994
Language:
english
File:
PDF, 845 KB
english, 1994
31

Identification of Dynamical Systems with Small Noise || Expansions

Year:
1994
Language:
english
File:
PDF, 1.76 MB
english, 1994
32

On unbiased density estimation for ergodic diffusion

Year:
1997
Language:
english
File:
PDF, 316 KB
english, 1997
34

Estimation of a Parameter of a Diffusion Process

Year:
1979
Language:
english
File:
PDF, 648 KB
english, 1979
36

On APF test for Poisson process with shift and scale parameters

Year:
2018
Language:
english
File:
PDF, 324 KB
english, 2018
38

On Minimum Distance Estimation in Recurrent Markov Step Processes. I

Year:
1997
Language:
english
File:
PDF, 441 KB
english, 1997
39

On approximation of BSDE and multi-step MLE-processes

Year:
2016
Language:
english
File:
PDF, 578 KB
english, 2016
41

Identification of Dynamical Systems with Small Noise || Partially Observed Systems

Year:
1994
Language:
english
File:
PDF, 1.48 MB
english, 1994
42

On the multi-step MLE-process for ergodic diffusion

Year:
2016
Language:
english
File:
PDF, 405 KB
english, 2016
43

Nonparametric hypothesis testing for intensity of the poisson process

Year:
2007
Language:
english
File:
PDF, 739 KB
english, 2007
44

Estimation of linear functionals of Poisson processes

Year:
1998
Language:
english
File:
PDF, 455 KB
english, 1998
46

Poisson source localization on the plane: the smooth case

Year:
2019
Language:
english
File:
PDF, 453 KB
english, 2019
47

On multi-step MLE-process for Markov sequences

Year:
2016
Language:
english
File:
PDF, 748 KB
english, 2016
48

On nonlinear TAR processes and threshold estimation

Year:
2012
Language:
english
File:
PDF, 574 KB
english, 2012
50

Identification of Dynamical Systems with Small Noise || Auxiliary Results

Year:
1994
Language:
english
File:
PDF, 1.68 MB
english, 1994