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Modern Stochastics: Theory and Applications


Cited by 3
Large deviations of regression parameter estimator in continuous-time models with sub-Gaussian noise

Large deviation inequalities of Bayesian estimator in nonlinear regression models
Yu Miao, Yanyan Tang
https://doi.org/10.1007/s11203-022-09280-w
Journal:  Statistical Inference for Stochastic Processes Volume 26, Issue 1 (2023), p. 171
Large deviations of the correlogram estimator of the random noise covariance function in the nonlinear regression model
Alexander Ivanov, Yuriy Kozachenko, Kateryna Moskvychova
https://doi.org/10.1080/03610926.2020.1713369
Journal:  Communications in Statistics - Theory and Methods Volume 50, Issue 18 (2021), p. 4236
On the Whittle estimator for linear random noise spectral density parameter in continuous-time nonlinear regression models
A. V. Ivanov, N. N. Leonenko, I. V. Orlovskyi
https://doi.org/10.1007/s11203-019-09206-z
Journal:  Statistical Inference for Stochastic Processes Volume 23, Issue 1 (2020), p. 129


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