About: Markov processes: estimation

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Attributs	Valeurs
type	Concept
skos:inScheme	MSC 2010
broader concept	Inference from stochastic processes
skos:prefLabel	Markov processes: estimation Markov过程: 估计 Processi di Markov: stima
skos:exactMatch	http://msc2010.org/resources/MSC/1991/62M05 http://msc2010.org/resources/MSC/2000/62M05
skos:notation	62M05
skos:relatedMatch	http://msc2010.org/resources/MSC/2010/fullDD21-519.233
is Subject of	Asymptotics for the L p-deviation of the variance estimator under diffusion Smoothness of Metropolis-Hastings algorithm and application to entropy estimation Model selection for Poisson processes with covariates Schémas de discrétisation anticipatifs et estimation du paramètre de dérive d'une diffusion Shrinkage strategies in some multiple multi-factor dynamical systems A recursive nonparametric estimator for the transition kernel of a piecewise-deterministic Markov process Towards effective dynamics in complex systems by Markov kernel approximation Consistent non-parametric Bayesian estimation for a time-inhomogeneous Brownian motion Consistency of the maximum likelihood estimate for non-homogeneous Markov-switching models Posterior contraction rate for non-parametric Bayesian estimation of the dispersion coefficient of a stochastic differential equation Statistical estimation of jump rates for a piecewise deterministic Markov processes with deterministic increasing motion and jump mechanism Polynomial deviation bounds for recurrent Harris processes having general state space Random coefficients bifurcating autoregressive processes Hidden Markov model for parameter estimation of a random walk in a Markov environment Exponential inequalities for VLMC empirical trees Plug-in estimators for higher-order transition densities in autoregression Adaptive confidence bands for Markov chains and diffusions: Estimating the invariant measure and the drift Penalized nonparametric drift estimation for a continuously observed one-dimensional diffusion process Estimation for misspecified ergodic diffusion processes from discrete observations Diffusions with measurement errors. II. Optimal estimators Diffusions with measurement errors. I. Local Asymptotic Normality Consistency of a likelihood estimator for stochastic damping Hamiltonian systems. Totally observed data
is narrower concept of	Inference from stochastic processes

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