On Pre-analytic Spaces.
Une mesure d'information caractérisant la loi de Poisson
Asymptotically minimax estimation of order-constrained parameters and eigenfunctions of the laplacian on the ball
Asymptotically minimax estimation of a constrained Poisson vector via polydisc transforms
Un critère de métrisabilité d’un convexe compact à partir de
Quelques résultats nouveaux sur les points extrémaux d'un simplexe compact
Quasi-Likelihood Estimation for Ornstein-Uhlenbeck Diffusion Observed at Random Time Points
2000 Mathematics Subject Classification: 60J60, 62M99. In this paper, we study the quasi-likelihood estimator of the drift parameter θ in the Ornstein-Uhlenbeck diffusion process, when the process is observed at random time points, which are assumed to be unobservable. These time points are arrival times of a Poisson process with known rate. The asymptotic properties of the quasi-likelihood estimator (QLE) of θ, as well as those of its approximations are also elucidated. An extensive...
Page 1