## Found 35 Documents (Results 1–35)

100
MathJax

Full Text:

Full Text:

Full Text:

### Mixed first- and second-order cointegrated continuous time models with mixed stock and flow data. (English)Zbl 1478.62242

MSC:  62M09 60H10
Full Text:

Full Text:

Full Text:

Full Text:

### On a new class of score functions to estimate tail probabilities of some stochastic processes with adaptive multilevel splitting. (English)Zbl 1462.62148

MSC:  62F10 60G12 60H10
Full Text:

### A parameter estimator based on Smoluchowski-Kramers approximation. (English)Zbl 1442.60062

MSC:  60H10 49J45 62F12
Full Text:

Full Text:

Full Text:

Full Text:

Full Text:

MSC:  62-XX
Full Text:

### Empirical likelihood based inference for second-order diffusion models. (Chinese. English summary)Zbl 07449096

MSC:  62G05 62G20
Full Text:

Full Text:

Full Text:

Full Text:

### A second order stochastic differential equation for the force of interest. (English)Zbl 0835.62102

MSC:  62P05 60H10
Full Text:

### The generalized Feller equation and related topics. (English)Zbl 0820.35002

Pitman Monographs and Surveys in Pure and Applied Mathematics. 68. Harlow: Longman Scientific & Technical. New York, NY: John Wiley & Sons, Inc.. xvi, 292 p. (1993).

Full Text:

Full Text:

MSC:  62P05
Full Text:

### Efficient estimation in the Cox model for survival data. (English)Zbl 0698.62030

Asymptotic statistics, 4th Prague Symp., Prague/Czech. 1988, 313-319 (1989).
MSC:  62F12

### Robust M-estimators in diffusion processes. (English)Zbl 0671.62035

MSC:  62F35 62M05 60H10
Full Text:

### Note on the failure rate characterizations. (English)Zbl 0664.62100

MSC:  62N05 62E10
Full Text:

### Second-order asymptotic optimality and positive solutions of Schrödinger’s equation. (English. Russian original)Zbl 0608.62035

Theory Probab. Appl. 30, 333-363 (1986); translation from Teor. Veroyatn. Primen. 30, No. 2, 309-338 (1985).
Reviewer: J.Melamed
Full Text:

### The fundamental importance of differential equations with three singularities in mathematical statistics. (Afrikaans. English summary)Zbl 0559.62008

MSC:  62E10 34A30
Full Text:

### Covariances between UMVU estimators for means of transformed variables. (English)Zbl 0555.62045

Reviewer: H.N.Nagaraja
MSC:  62H12 33C60
Full Text:

### Existence, uniqueness, and asymptotic behavior of solutions to a class of Zakai equations with unbounded coefficients. (English)Zbl 0535.93063

Reviewer: R.Elliott
Full Text:

MSC:  62P05
Full Text:

### Consistency in regression models specified by differential equations. (English)Zbl 0505.62051

MSC:  62J02 62J05 62G20

Full Text:

### A note on sampling from stochastic differential equation model. (English)Zbl 0446.62087

MSC:  62M05 60H10 62M10

### Eigenfunctions of expected value operators in the Wishart distribution. (English)Zbl 0446.62046

MSC:  62H10 62H99 45C05
Full Text:

all top 5

all top 3

all top 3