References in zbMATH (referenced in 34 articles , 1 standard article )

Showing results 1 to 20 of 34.
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  1. Ernst, Philip A.; Soleymani, Fazlollah: A Legendre-based computational method for solving a class of Itô stochastic delay differential equations (2019)
  2. Buonocore, A.; Nobile, A. G.; Pirozzi, E.: Generating random variates from PDF of Gauss-Markov processes with a reflecting boundary (2018)
  3. Krumscheid, Sebastian: Perturbation-based inference for diffusion processes: obtaining effective models from multiscale data (2018)
  4. Charles Driver and Johan Oud and Manuel Voelkle: Continuous Time Structural Equation Modeling with R Package ctsem (2017) not zbMATH
  5. Lee, Wooyong; Greenwood, Priscilla E.; Heckman, Nancy; Wefelmeyer, Wolfgang: Pre-averaged kernel estimators for the drift function of a diffusion process in the presence of microstructure noise (2017)
  6. Rackauckas, Christopher; Nie, Qing: Adaptive methods for stochastic differential equations via natural embeddings and rejection sampling with memory (2017)
  7. Baccouch, Mahboub; Johnson, Bryan: A high-order discontinuous Galerkin method for Itô stochastic ordinary differential equations (2016)
  8. Gunaratnam, Bakeerathan; Woyczyński, Wojbor A.: Creation and preservation of shocks in Linnik conservation laws (2016)
  9. Kuhnt, Sonja; Rehage, André: An angle-based multivariate functional pseudo-depth for shape outlier detection (2016)
  10. Laurini, Márcio Poletti; Hotta, Luiz Koodi: Generalized moment estimation of stochastic differential equations (2016)
  11. Papanicolaou, Alex; Giesecke, Kay: Variation-based tests for volatility misspecification (2016)
  12. Soheili, Ali R.; Soleymani, Fazlollah: Iterative methods for nonlinear systems associated with finite difference approach in stochastic differential equations (2016)
  13. Stiburek, David: Hypotheses testing about the drift parameter in linear stochastic differential equation driven by stable processes (2016)
  14. McGoff, Kevin; Mukherjee, Sayan; Pillai, Natesh: Statistical inference for dynamical systems: a review (2015)
  15. Ralchenko, Kostiantyn: Asymptotic normality of discretized maximum likelihood estimator for drift parameter in homogeneous diffusion model (2015)
  16. Sun, Libo; Lee, Chihoon; Hoeting, Jennifer A.: A penalized simulated maximum likelihood approach in parameter estimation for stochastic differential equations (2015)
  17. Kitagawa, Hayato; Uchida, Masayuki: Adaptive test statistics for ergodic diffusion processes sampled at discrete times (2014)
  18. Kustosz, Christoph P.; Müller, Christine H.: Analysis of crack growth with robust, distribution-free estimators and tests for non-stationary autoregressive processes (2014)
  19. Macrina, Andrea; Parbhoo, Priyanka A.: Randomised mixture models for pricing kernels (2014)
  20. Neuenkirch, Andreas; Szpruch, Lukasz: First order strong approximations of scalar SDEs defined in a domain (2014)

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