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For: Kutoyants Y. On the multi-step MLE-process for ergodic diffusion. Stoch Process Their Appl 2017. [DOI: 10.1016/j.spa.2016.10.007] [Citation(s) in RCA: 12] [Impact Index Per Article: 1.7] [Reference Citation Analysis] [What about the content of this article? (0)] [Track Full Text] [Journal Information] [Submit a Manuscript] [Subscribe] [Scholar Register] [Indexed: 11/28/2022]
Number Cited by Other Article(s)
1
Quasi-likelihood analysis and its applications. STATISTICAL INFERENCE FOR STOCHASTIC PROCESSES 2022. [DOI: 10.1007/s11203-021-09266-0] [Citation(s) in RCA: 1] [Impact Index Per Article: 0.5] [Reference Citation Analysis] [Abstract] [Track Full Text] [Subscribe] [Scholar Register] [Indexed: 10/19/2022]
2
Kutoyants YA. On multi-step estimation of delay for SDE. BERNOULLI 2021. [DOI: 10.3150/20-bej1301] [Citation(s) in RCA: 0] [Impact Index Per Article: 0] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/19/2022]
3
Kutoyants YA, Zhou L. On parameter estimation of the hidden Gaussian process in perturbed SDE. Electron J Stat 2021. [DOI: 10.1214/20-ejs1788] [Citation(s) in RCA: 1] [Impact Index Per Article: 0.3] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/19/2022]
4
Chernoyarov OV, Kutoyants YA. Poisson source localization on the plane: the smooth case. METRIKA 2019. [DOI: 10.1007/s00184-019-00738-1] [Citation(s) in RCA: 4] [Impact Index Per Article: 0.8] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/24/2022]
5
Kaino Y, Nakakita SH, Uchida M. Hybrid estimation for ergodic diffusion processes based on noisy discrete observations. STATISTICAL INFERENCE FOR STOCHASTIC PROCESSES 2019. [DOI: 10.1007/s11203-019-09203-2] [Citation(s) in RCA: 0] [Impact Index Per Article: 0] [Reference Citation Analysis] [Track Full Text] [Subscribe] [Scholar Register] [Indexed: 10/26/2022]
6
Kutoyants YA. On parameter estimation of the hidden Ornstein–Uhlenbeck process. J MULTIVARIATE ANAL 2019. [DOI: 10.1016/j.jmva.2018.09.008] [Citation(s) in RCA: 8] [Impact Index Per Article: 1.6] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/15/2022]
7
Kutoyants YA. On parameter estimation of hidden ergodic Ornstein-Uhlenbeck process. Electron J Stat 2019. [DOI: 10.1214/19-ejs1631] [Citation(s) in RCA: 4] [Impact Index Per Article: 0.8] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/19/2022]
8
Khasminskii RZ, Kutoyants YA. On parameter estimation of hidden telegraph process. BERNOULLI 2018. [DOI: 10.3150/16-bej920] [Citation(s) in RCA: 7] [Impact Index Per Article: 1.2] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/19/2022]
9
Kaino Y, Uchida M. Hybrid estimators for stochastic differential equations from reduced data. STATISTICAL INFERENCE FOR STOCHASTIC PROCESSES 2018. [DOI: 10.1007/s11203-018-9184-x] [Citation(s) in RCA: 6] [Impact Index Per Article: 1.0] [Reference Citation Analysis] [Track Full Text] [Subscribe] [Scholar Register] [Indexed: 11/30/2022]
10
Kaino Y, Uchida M. Hybrid estimators for small diffusion processes based on reduced data. METRIKA 2018. [DOI: 10.1007/s00184-018-0657-0] [Citation(s) in RCA: 5] [Impact Index Per Article: 0.8] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/27/2022]
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