ASYMPTOTIC MINIMAX ESTIMATION IN NONLINEAR STOCHASTIC DIFFERENTIAL EQUATIONS FROM DISCRETE OBSERVATIONS

M.N. Mishra; B.L.S. Prakasa Rao

doi:10.1524/strm.2001.19.2.121

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ASYMPTOTIC MINIMAX ESTIMATION IN NONLINEAR STOCHASTIC DIFFERENTIAL EQUATIONS FROM DISCRETE OBSERVATIONS

M.N. Mishra and B.L.S. Prakasa Rao

Published/Copyright: February 1, 2001

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From the journal Statistics & Risk Modeling Volume 19 Issue 2

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APA
Harvard
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Vancouver

Mishra, M.N. and Prakasa Rao, B.L.S.. "ASYMPTOTIC MINIMAX ESTIMATION IN NONLINEAR STOCHASTIC DIFFERENTIAL EQUATIONS FROM DISCRETE OBSERVATIONS" Statistics & Risk Modeling, vol. 19, no. 2, 2001, pp. 121-136. https://doi.org/10.1524/strm.2001.19.2.121

Mishra, M. & Prakasa Rao, B. (2001). ASYMPTOTIC MINIMAX ESTIMATION IN NONLINEAR STOCHASTIC DIFFERENTIAL EQUATIONS FROM DISCRETE OBSERVATIONS. Statistics & Risk Modeling, 19(2), 121-136. https://doi.org/10.1524/strm.2001.19.2.121

Mishra, M. and Prakasa Rao, B. (2001) ASYMPTOTIC MINIMAX ESTIMATION IN NONLINEAR STOCHASTIC DIFFERENTIAL EQUATIONS FROM DISCRETE OBSERVATIONS. Statistics & Risk Modeling, Vol. 19 (Issue 2), pp. 121-136. https://doi.org/10.1524/strm.2001.19.2.121

Mishra, M.N. and Prakasa Rao, B.L.S.. "ASYMPTOTIC MINIMAX ESTIMATION IN NONLINEAR STOCHASTIC DIFFERENTIAL EQUATIONS FROM DISCRETE OBSERVATIONS" Statistics & Risk Modeling 19, no. 2 (2001): 121-136. https://doi.org/10.1524/strm.2001.19.2.121

Mishra M, Prakasa Rao B. ASYMPTOTIC MINIMAX ESTIMATION IN NONLINEAR STOCHASTIC DIFFERENTIAL EQUATIONS FROM DISCRETE OBSERVATIONS. Statistics & Risk Modeling. 2001;19(2): 121-136. https://doi.org/10.1524/strm.2001.19.2.121

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A STOCHASTIC ALGORITHM FOR MAXIMUM LIKELIHOOD ESTIMATION IN IMAGING
ASYMPTOTIC MINIMAX ESTIMATION IN NONLINEAR STOCHASTIC DIFFERENTIAL EQUATIONS FROM DISCRETE OBSERVATIONS
POINT ESTIMATION OF THE COEFFICIENT OF DETERMINATION
A TWO-STAGE POINT ESTIMATION PROCEDURE FOR THE MEAN OF AN EXPONENTIAL DISTRIBUTION AND SECOND-ORDER RESULTS
Exponential statistical experiments: their properties and convergence results
SIMULATING LEVEL CROSSING PROBABILITIES BY IMPORTANCE SAMPLING FOR NON-DECREASING COMPOUND POISSON PROCESSES WITH BOUNDED JUMPS AND A NEGATIVE DRIFT
Book Reviews

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https://doi.org/10.1524/strm.2001.19.2.121

Articles in the same Issue

Inhalt
A STOCHASTIC ALGORITHM FOR MAXIMUM LIKELIHOOD ESTIMATION IN IMAGING
ASYMPTOTIC MINIMAX ESTIMATION IN NONLINEAR STOCHASTIC DIFFERENTIAL EQUATIONS FROM DISCRETE OBSERVATIONS
POINT ESTIMATION OF THE COEFFICIENT OF DETERMINATION
A TWO-STAGE POINT ESTIMATION PROCEDURE FOR THE MEAN OF AN EXPONENTIAL DISTRIBUTION AND SECOND-ORDER RESULTS
Exponential statistical experiments: their properties and convergence results
SIMULATING LEVEL CROSSING PROBABILITIES BY IMPORTANCE SAMPLING FOR NON-DECREASING COMPOUND POISSON PROCESSES WITH BOUNDED JUMPS AND A NEGATIVE DRIFT
Book Reviews