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Threshold Estimation for Stochastic Processes with Small Noise

  • Published:2017-07-18 Issue:4 Volume:44 Page:951-988
  • ISSN:0303-6898
  • Container-title:Scandinavian Journal of Statistics
  • language:en
  • Short-container-title:Scand J Statist

Author:

Shimizu Yasutaka1

Affiliation:

1. Department of Applied Mathematics Waseda University JST CREST

Funder

JSPS KAKENHI Grant-in-Aid for Scientific Research (C)

CREST JST

Publisher

Wiley

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Reference39 articles.

Cited by 4 articles. 订阅此论文施引文献 订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Simplified quasi-likelihood analysis for a locally asymptotically quadratic random field;Annals of the Institute of Statistical Mathematics;2024-09-14

2. Threshold estimation for jump-diffusions under small noise asymptotics;Statistical Inference for Stochastic Processes;2023-02-20

3. Asymptotic inference for stochastic differential equations driven by fractional Brownian motion;Japanese Journal of Statistics and Data Science;2022-10-21

4. Least-squares estimators based on the Adams method for stochastic differential equations with small Lévy noise;Japanese Journal of Statistics and Data Science;2022-05-13
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