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06/24/2019
Parametric estimation for convolutionally observed diffusion processes
We propose a new statistical observation scheme of diffusion processes n...
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11/27/2018
Hybrid estimation for ergodic diffusion processes based on noisy discrete observations
We consider parametric estimation for ergodic diffusion processes with n...
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06/25/2018
Quasi-likelihood analysis of an ergodic diffusion plus noise
We consider adaptive maximum-likelihood-type estimators and adaptive Bay...
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05/28/2018
Inference for ergodic diffusions plus noise
We research adaptive maximum likelihood-type estimation for an ergodic d...
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04/05/2018
Adaptive test for ergodic diffusions plus noise
We propose some parametric tests for ergodic diffusion-plus-noise model,...
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11/13/2017