Article references

Articles citing this article

The Citing articles tool gives a list of articles citing the current article.
The citing articles come from EDP Sciences database, as well as other publishers participating in CrossRef Cited-by Linking Program. You can set up your personal account to receive an email alert each time this article is cited by a new article (see the menu on the right-hand side of the abstract page).

Cited article:

Estimation for misspecified ergodic diffusion processes from discrete observations

Masayuki Uchida, Nakahiro Yoshida

ESAIM: PS, 15 (2011) 270-290

Published online: 2012-01-05

DOI: https://doi.org/10.1051/ps/2010001

This article has been cited by the following article(s):

Asymptotics for functionals of self-normalized residuals of discretely observed stochastic processes

Hiroki Masuda
Stochastic Processes and their Applications 123 (7) 2752 (2013)
DOI: 10.1016/j.spa.2013.03.013
See this article

Schwartz‐type model selection for ergodic stochastic differential equation models

Shoichi Eguchi and Yuma Uehara
Scandinavian Journal of Statistics 48 (3) 950 (2021)
DOI: 10.1111/sjos.12474
See this article

Statistical inference for misspecified ergodic Lévy driven stochastic differential equation models

Yuma Uehara
Stochastic Processes and their Applications 129 (10) 4051 (2019)
DOI: 10.1016/j.spa.2018.11.007
See this article

Data driven time scale in Gaussian quasi-likelihood inference

Shoichi Eguchi and Hiroki Masuda
Statistical Inference for Stochastic Processes 22 (3) 383 (2019)
DOI: 10.1007/s11203-019-09197-x
See this article

Misspecified diffusion models with high-frequency observations and an application to neural networks

Teppei Ogihara
Stochastic Processes and their Applications 142 245 (2021)
DOI: 10.1016/j.spa.2021.08.007
See this article

Schwarz type model comparison for LAQ models

Shoichi Eguchi and Hiroki Masuda
Bernoulli 24 (3) (2018)
DOI: 10.3150/17-BEJ928
See this article

Adaptive estimation for degenerate diffusion processes

Arnaud Gloter and Nakahiro Yoshida
Electronic Journal of Statistics 15 (1) (2021)
DOI: 10.1214/20-EJS1777
See this article

Least squares estimation for discretely observed Ornstein–Uhlenbeck process driven by small stable noises

Chao Wei
Communications in Statistics - Theory and Methods 1 (2021)
DOI: 10.1080/03610926.2021.1986537
See this article

Xiu Kan and Huisheng Shu
2238 (2017)
DOI: 10.1109/CAC.2017.8243146
See this article

Prediction-based estimation for diffusion models with high-frequency data

Emil S. Jørgensen and Michael Sørensen
Japanese Journal of Statistics and Data Science 4 (1) 483 (2021)
DOI: 10.1007/s42081-020-00103-x
See this article

Consistent estimation of drift parameter in diffusion model with misspecified volatility function

Minsoo Jeong
Economics Letters 211 110237 (2022)
DOI: 10.1016/j.econlet.2021.110237
See this article