An extension of cusp estimation problem in ergodic diffusion processes-Reference-Cited by-同舟云学术

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An extension of cusp estimation problem in ergodic diffusion processes

Published:2010-05 Issue:9-10 Volume:80 Page:779-783
ISSN:0167-7152
Container-title:Statistics & Probability Letters
language:en
Short-container-title:Statistics & Probability Letters

Author:

Fujii Takayuki

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Reference7 articles.

1. On cusp estimation of ergodic diffusion process;Dachian;J. Statist. Plann. Inference,2003

2. Strong markov continuous local martingales and solutions of one-dimensional stochastic differential equations (Part III);Engelbert;Math. Nachr.,1991

3. Statistical Estimation: Asymptotic Theory;Ibragimov,1981

4. Brownian Motion and Stochastic Calculus;Karatzas,1991

5. Statistical Inference for Ergodic Diffusion Processes;Kutoyants,2004

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1. On Estimation Errors in Optical Communication and Location;Automation and Remote Control;2021-12

2. On cusp location estimation for perturbed dynamical systems;Scandinavian Journal of Statistics;2019-03-10

3. On limit distributions of estimators in irregular statistical models and a new representation of fractional Brownian motion;Statistics & Probability Letters;2018-08

4. Estimation of cusp location of stochastic processes: a survey;Statistical Inference for Stochastic Processes;2018-01-24

5. On parameter estimation for cusp-type signals;Annals of the Institute of Statistical Mathematics;2016-10-07

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