Garcin, Matthieu A comparison of maximum likelihood and absolute moments for the estimation of Hurst exponents in a stationary framework. (English) Zbl 1493.62500 Commun. Nonlinear Sci. Numer. Simul. 114, Article ID 106610, 15 p. (2022). MSC: 62M05 91G20 62M10 60G22 62F10 PDFBibTeX XMLCite \textit{M. Garcin}, Commun. Nonlinear Sci. Numer. Simul. 114, Article ID 106610, 15 p. (2022; Zbl 1493.62500) Full Text: DOI arXiv
Eguchi, Shoichi; Masuda, Hiroki Data driven time scale in Gaussian quasi-likelihood inference. (English) Zbl 1433.62247 Stat. Inference Stoch. Process. 22, No. 3, 383-430 (2019). Reviewer: Claudia Simionescu-Badea (Wien) MSC: 62M05 62F12 60J60 60G15 60H10 62B10 PDFBibTeX XMLCite \textit{S. Eguchi} and \textit{H. Masuda}, Stat. Inference Stoch. Process. 22, No. 3, 383--430 (2019; Zbl 1433.62247) Full Text: DOI arXiv
Kaino, Yusuke; Uchida, Masayuki Hybrid estimators for small diffusion processes based on reduced data. (English) Zbl 1401.62034 Metrika 81, No. 7, 745-773 (2018). MSC: 62F12 62M05 60J60 PDFBibTeX XMLCite \textit{Y. Kaino} and \textit{M. Uchida}, Metrika 81, No. 7, 745--773 (2018; Zbl 1401.62034) Full Text: DOI
Kamatani, Kengo; Uchida, Masayuki Hybrid multi-step estimators for stochastic differential equations based on sampled data. (English) Zbl 1329.62110 Stat. Inference Stoch. Process. 18, No. 2, 177-204 (2015). MSC: 62F12 62M05 60J60 PDFBibTeX XMLCite \textit{K. Kamatani} and \textit{M. Uchida}, Stat. Inference Stoch. Process. 18, No. 2, 177--204 (2015; Zbl 1329.62110) Full Text: DOI