Asymptotic equivalence for inhomogeneous jump diffusion processes and
white noise

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Asymptotic equivalence for inhomogeneous jump diffusion processes and white noise

2 May 2014

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Papers citing "Asymptotic equivalence for inhomogeneous jump diffusion processes and white noise"

9 / 9 papers shown

Title
Asymptotic Equivalence for Nonparametric Generalized Linear Models Ion Grama Michael Nussbaum 176 79 0 19 Dec 2024
Asymptotic Equivalence for Nonparametric Regression Ion Grama Michael Nussbaum 149 62 0 19 Dec 2024
Asymptotic equivalence of functional linear regression and a white noise inverse problem A. Meister 91 39 0 20 Nov 2012
Limit experiments of GARCH B. Buchmann Gernot Muller 57 19 0 01 Mar 2012
Statistical inference across time scales Céline Duval M. Hoffmann 120 12 0 06 Jun 2011
Asymptotic equivalence for inference on the volatility from noisy observations M. Reiß 103 93 0 11 May 2011
Asymptotic Equivalence for Nonparametric Regression with Non-Regular Errors A. Meister M. Reiß 106 33 0 27 Jan 2011
Asymptotic equivalence of spectral density estimation and gaussian white noise G. Golubev M. Nussbaum Harrison H. Zhou 153 52 0 07 Mar 2009
Asymptotic approximation of nonparametric regression experiments with unknown variances Andrew V. Carter 180 22 0 19 Oct 2007

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