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This paper focuses on estimating the invariant density function $f_X$ of the strongly mixing stationary process $X_t$ in the multiplicative measurement errors model $Y_t = X_t U_t$, where $U_t$ is also a strongly mixing stationary process. We propose
Externí odkaz:
http://arxiv.org/abs/2403.13410
Autor:
Dang Duc Trong, Thai Phuc Hung
Publikováno v:
Communications in Statistics - Simulation and Computation. 52:925-944
We study the parameter estimation for ergodic diffusion process Xt from perturbed observations Y t j = X t j + e t j , j = 1 , … , n where t 1 , … , t n are observation times and the noise e t is a...
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::e7984543714a75a00341225592f696b1
https://doi.org/10.1080/03610918.2020.1871014
https://doi.org/10.1080/03610918.2020.1871014
