Matches in SemOpenAlex for { <https://semopenalex.org/work/W3136750757> ?p ?o ?g. }
- W3136750757 abstract "We discuss parametric estimation of a degenerate diffusion system from time-discrete observations. The first component of the degenerate diffusion system has a parameter 𝜃1 in a non-degenerate diffusion coefficient and a parameter 𝜃2 in the drift term. The second component has a drift term parameterized by 𝜃3 and no diffusion term. Asymptotic normality is proved in two different situations for an adaptive estimator for 𝜃3 with some initial estimators for (𝜃1,𝜃2), and an adaptive one-step estimator for (𝜃1,𝜃2,𝜃3) with some initial estimators for them. Our estimators incorporate information of the increments of both components. Thanks to this construction, the asymptotic variance of the estimators for 𝜃1 is smaller than the standard one based only on the first component. The convergence of the estimators for 𝜃3 is much faster than the other parameters. The resulting asymptotic variance is smaller than that of an estimator only using the increments of the second component." @default.
- W3136750757 created "2021-03-29" @default.
- W3136750757 creator A5011292913 @default.
- W3136750757 creator A5063883718 @default.
- W3136750757 date "2021-01-01" @default.
- W3136750757 modified "2023-10-15" @default.
- W3136750757 title "Adaptive estimation for degenerate diffusion processes" @default.
- W3136750757 cites W1969269132 @default.
- W3136750757 cites W1970549508 @default.
- W3136750757 cites W1974204066 @default.
- W3136750757 cites W1974862158 @default.
- W3136750757 cites W1977400475 @default.
- W3136750757 cites W1980891311 @default.
- W3136750757 cites W1983809928 @default.
- W3136750757 cites W2001040001 @default.
- W3136750757 cites W2008199532 @default.
- W3136750757 cites W2011551464 @default.
- W3136750757 cites W2012124315 @default.
- W3136750757 cites W2018323643 @default.
- W3136750757 cites W2027202205 @default.
- W3136750757 cites W2032065332 @default.
- W3136750757 cites W2032082489 @default.
- W3136750757 cites W2041614880 @default.
- W3136750757 cites W2046017653 @default.
- W3136750757 cites W2053255022 @default.
- W3136750757 cites W2059908963 @default.
- W3136750757 cites W2065017532 @default.
- W3136750757 cites W2069883445 @default.
- W3136750757 cites W2085315450 @default.
- W3136750757 cites W2088967750 @default.
- W3136750757 cites W2089521974 @default.
- W3136750757 cites W2114095694 @default.
- W3136750757 cites W2117854723 @default.
- W3136750757 cites W2122223094 @default.
- W3136750757 cites W2139945143 @default.
- W3136750757 cites W2152956106 @default.
- W3136750757 cites W2160100810 @default.
- W3136750757 cites W2163221674 @default.
- W3136750757 cites W2171113951 @default.
- W3136750757 cites W2395931049 @default.
- W3136750757 cites W2597734894 @default.
- W3136750757 cites W2615417224 @default.
- W3136750757 cites W2906421926 @default.
- W3136750757 cites W2962686354 @default.
- W3136750757 cites W2963124325 @default.
- W3136750757 cites W2963645790 @default.
- W3136750757 cites W2987781072 @default.
- W3136750757 cites W2996855200 @default.
- W3136750757 cites W3005811397 @default.
- W3136750757 cites W3102886434 @default.
- W3136750757 cites W4238063566 @default.
- W3136750757 cites W4248682009 @default.
- W3136750757 cites W4253064808 @default.
- W3136750757 cites W4300702742 @default.
- W3136750757 doi "https://doi.org/10.1214/20-ejs1777" @default.
- W3136750757 hasPublicationYear "2021" @default.
- W3136750757 type Work @default.
- W3136750757 sameAs 3136750757 @default.
- W3136750757 citedByCount "3" @default.
- W3136750757 countsByYear W31367507572022 @default.
- W3136750757 countsByYear W31367507572023 @default.
- W3136750757 crossrefType "journal-article" @default.
- W3136750757 hasAuthorship W3136750757A5011292913 @default.
- W3136750757 hasAuthorship W3136750757A5063883718 @default.
- W3136750757 hasBestOaLocation W31367507571 @default.
- W3136750757 hasConcept C105795698 @default.
- W3136750757 hasConcept C11413529 @default.
- W3136750757 hasConcept C117251300 @default.
- W3136750757 hasConcept C121332964 @default.
- W3136750757 hasConcept C143791395 @default.
- W3136750757 hasConcept C162324750 @default.
- W3136750757 hasConcept C165464430 @default.
- W3136750757 hasConcept C167928553 @default.
- W3136750757 hasConcept C168167062 @default.
- W3136750757 hasConcept C185429906 @default.
- W3136750757 hasConcept C2777303404 @default.
- W3136750757 hasConcept C28826006 @default.
- W3136750757 hasConcept C33923547 @default.
- W3136750757 hasConcept C50522688 @default.
- W3136750757 hasConcept C61797465 @default.
- W3136750757 hasConcept C62520636 @default.
- W3136750757 hasConcept C65778772 @default.
- W3136750757 hasConcept C69357855 @default.
- W3136750757 hasConcept C72319582 @default.
- W3136750757 hasConcept C971699 @default.
- W3136750757 hasConcept C97355855 @default.
- W3136750757 hasConceptScore W3136750757C105795698 @default.
- W3136750757 hasConceptScore W3136750757C11413529 @default.
- W3136750757 hasConceptScore W3136750757C117251300 @default.
- W3136750757 hasConceptScore W3136750757C121332964 @default.
- W3136750757 hasConceptScore W3136750757C143791395 @default.
- W3136750757 hasConceptScore W3136750757C162324750 @default.
- W3136750757 hasConceptScore W3136750757C165464430 @default.
- W3136750757 hasConceptScore W3136750757C167928553 @default.
- W3136750757 hasConceptScore W3136750757C168167062 @default.
- W3136750757 hasConceptScore W3136750757C185429906 @default.
- W3136750757 hasConceptScore W3136750757C2777303404 @default.
- W3136750757 hasConceptScore W3136750757C28826006 @default.
- W3136750757 hasConceptScore W3136750757C33923547 @default.
- W3136750757 hasConceptScore W3136750757C50522688 @default.