On the public citation graph
Small-diffusion asymptotics for discretely sampled stochastic differential equations
0 signed · 106 inferred · view as graph
Inferred edges come from two machine sources: sweeps of open repository metadata (mostly SSRN and Zenodo), and a bulk OpenAlex citation snapshot. Every row below is labelled with the one it came from. Neither is a complete citation index — absence here is not evidence of absence.
Is this your work? Sign in with ORCID and put your name on the
claims that are yours.
Reference health. See whether every reference in this work resolves to a
known work and none has been retracted — and get a dated CiteStamped
badge you can embed.
What this work says
Outgoing claims: the papers this work cites, builds on, or argues with.
inferredcites →https://doi.org/10.1006/jmva.1996.0019openalex-snapshot
Asymptotic Expansions for Perturbed Systems on Wiener Space: Maximum Likelihood Estimators
inferredcites →https://doi.org/10.1006/jmva.1996.0053openalex-snapshot
Expansion of Perturbed Random Variables Based on Generalized Wiener Functionals
inferredcites →https://doi.org/10.1007/978-94-011-1020-4openalex-snapshot
Identification of Dynamical Systems with Small Noise
inferredcites →https://doi.org/10.1007/bf00050834openalex-snapshot
Asymptotic behavior of M-estimator and related random field for diffusion process
inferredcites →https://doi.org/10.1007/bf01196728openalex-snapshot
Asymptotic expansion of Bayes estimators for small diffusions
inferredcites →https://doi.org/10.1007/bf01300558openalex-snapshot
Asymptotic expansions of maximum likelihood estimators for small diffusions via the theory of Malliavin-Watanabe
inferredcites →https://doi.org/10.1007/bfb0092653openalex-snapshot
Formule de Taylor stochastique et developpement asymptotique d’integrales de Feynmann
inferredcites →https://doi.org/10.1016/0047-259x(92)90068-qopenalex-snapshot
Estimation for diffusion processes from discrete observation
inferredcites →https://doi.org/10.1016/s0246-0203(02)01107-xopenalex-snapshot
Propriété LAN pour les diffusions ergodiques avec observations discrètes
inferredcites →https://doi.org/10.1016/s0304-4149(03)00046-2openalex-snapshot
Conditional expansions and their applications
inferredcites →https://doi.org/10.1023/a:1010006525552openalex-snapshot
Pricing Options under Stochastic Interest Rates: A New Approach
inferredcites →https://doi.org/10.1023/a:1010080610650openalex-snapshot
An Asymptotic Expansion Approach to Pricing Financial Contingent Claims
inferredcites →https://doi.org/10.1023/b:sisp.0000016462.43348.8fopenalex-snapshot
Information Criteria for Small Diffusions via the Theory of Malliavin–Watanabe
inferredcites →https://doi.org/10.1023/b:sisp.0000049093.20850.11openalex-snapshot
Asymptotic Expansion for Small Diffusions Applied to Option Pricing
inferredcites →https://doi.org/10.1080/02331888908802205openalex-snapshot
Approximate discrete-time schemes for statistics of diffusion processes
inferredcites →https://doi.org/10.1080/02331889008802231openalex-snapshot
Maximnm contrast estimation for diffusion processes from discrete observations
inferredcites →https://doi.org/10.1080/17442508608833428openalex-snapshot
Estimation of the coefficients of a diffusion from discrete observations
inferredcites →https://doi.org/10.1080/17442509508833966openalex-snapshot
Expansion of distribution of maximum likelihood estimate for misspecified diffusion type observation
inferredcites →https://doi.org/10.1111/1467-9469.00059openalex-snapshot
Estimation of an Ergodic Diffusion from Discrete Observations
inferredcites →https://doi.org/10.1111/1467-9469.00179openalex-snapshot
Simple and Explicit Estimating Functions for a Discretely Observed Diffusion Process
inferredcites →https://doi.org/10.1111/1467-9469.00226openalex-snapshot
Simplified Estimating Functions for Diffusion Models with a High‐dimensional Parameter
inferredcites →https://doi.org/10.1111/1467-9469.00227openalex-snapshot
Discretely Observed Diffusions: Approximation of the Continuous‐time Score Function
inferredcites →https://doi.org/10.1111/1467-9469.00228openalex-snapshot
Discretely Observed Diffusions: Classes of Estimating Functions and Small Δ‐optimality
inferredcites →https://doi.org/10.1111/1467-9965.00110openalex-snapshot
The Asymptotic Expansion Approach to the Valuation of Interest Rate Contingent Claims
inferredcites →https://doi.org/10.11329/jjss1970.22.139openalex-snapshot
ASYMPTOTIC EXPANSION FOR STATISTICS RELATED TO SMALL DIFFUSIONS
inferredcites →https://doi.org/10.1214/aos/1176347744openalex-snapshot
A Sufficient Condition for Asymptotic Sufficiency of Incomplete Observations of a Diffusion Process
inferredcites →https://doi.org/10.1214/lnms/1215455053openalex-snapshot
Estimating Functions for Discretely Observed Diffusions: A Review
inferredcites →https://doi.org/10.2307/1268562openalex-snapshot
Stochastic Differential Equations and Diffusion Processes
inferredcites →https://doi.org/10.2307/2171800openalex-snapshot
Back to the Future: Generating Moment Implications for Continuous-Time Markov Processes
inferredcites →https://doi.org/10.2307/2289179openalex-snapshot
Parameter Estimation for Stochastic Processes.
inferredcites →https://doi.org/10.2307/2981599openalex-snapshot
Martingale Limit Theory and its Application.
inferredcites →https://doi.org/10.2307/3318437openalex-snapshot
Estimating Equations Based on Eigenfunctions for a Discretely Observed Diffusion Process
inferredcites →https://doi.org/10.2307/3318625openalex-snapshot
Local Asymptotic Mixed Normality Property for Elliptic Diffusion: A Malliavin Calculus Approach
inferredcites →https://doi.org/10.2307/3318679openalex-snapshot
Martingale Estimation Functions for Discretely Observed Diffusion Processes
inferredcites →https://doi.org/10.3150/bj/1072215200openalex-snapshot
Small-diffusion asymptotics for discretely sampled stochastic differential equations
What points at this work
Incoming claims: where this work appears in other papers’ reference lists and arguments.
inferred← citeshttps://doi.org/10.2139/ssrn.1148169openalex-extracted
Parametric Inference for Discretely Sampled Stochastic Differential Equations
inferred← citeshttps://doi.org/10.2139/ssrn.1150694openalex-extracted
Efficient Estimation for Ergodic Diffusions Sampled at High Frequency
inferred← citeshttps://doi.org/10.1002/mma.4940openalex-snapshot
Parameter inference for HIV stochastic diffusion model in closed heterosexual population
inferred← citeshttps://doi.org/10.1007/978-3-030-30900-8openalex-snapshot
Stochastic Epidemic Models with Inference
inferred← citeshttps://doi.org/10.1007/978-3-540-71297-8_23openalex-snapshot
Parametric Inference for Discretely Sampled Stochastic Differential Equations
inferred← citeshttps://doi.org/10.1007/978-3-642-04898-2_504openalex-snapshot
Sampling Problems for Stochastic Processes
inferred← citeshttps://doi.org/10.1007/978-3-662-69359-9_547openalex-snapshot
Sampling Problems for Stochastic Processes
inferred← citeshttps://doi.org/10.1007/s00184-018-0657-0openalex-snapshot
Hybrid estimators for small diffusion processes based on reduced data
inferred← citeshttps://doi.org/10.1007/s00184-022-00889-8openalex-snapshot
Adaptive inference for small diffusion processes based on sampled data
inferred← citeshttps://doi.org/10.1007/s00285-014-0777-8openalex-snapshot
Approximation of epidemic models by diffusion processes and their statistical inference
inferred← citeshttps://doi.org/10.1007/s00362-017-0918-4openalex-snapshot
Least squares estimator for Ornstein–Uhlenbeck processes driven by fractional Lévy processes from discrete observations
inferred← citeshttps://doi.org/10.1007/s00362-024-01579-5openalex-snapshot
Least squares estimation for the Ornstein–Uhlenbeck process with small Hermite noise
inferred← citeshttps://doi.org/10.1007/s10114-020-9121-yopenalex-snapshot
Parameter Estimation for the Discretely Observed Vasicek Model with Small Fractional Lévy Noise
inferred← citeshttps://doi.org/10.1007/s10463-009-0228-2openalex-snapshot
Goodness of fit test for small diffusions by discrete time observations
inferred← citeshttps://doi.org/10.1007/s10463-020-00769-wopenalex-snapshot
Regularized bridge-type estimation with multiple penalties
inferred← citeshttps://doi.org/10.1007/s10473-019-0305-4openalex-snapshot
Least Squares Estimator for Path-Dependent McKean-Vlasov SDEs via Discrete-Time Observations
inferred← citeshttps://doi.org/10.1007/s11203-023-09286-yopenalex-snapshot
Threshold estimation for jump-diffusions under small noise asymptotics
inferred← citeshttps://doi.org/10.1007/s11203-023-09299-7openalex-snapshot
Statistical inference for discretely sampled stochastic functional differential equations with small noise
inferred← citeshttps://doi.org/10.1007/s11203-023-09301-2openalex-snapshot
Parameter estimation for a linear parabolic SPDE model in two space dimensions with a small noise
inferred← citeshttps://doi.org/10.1007/s11203-024-09322-5openalex-snapshot
Parameter estimation of stochastic SIR model driven by small Lévy noise with time-dependent periodic transmission
inferred← citeshttps://doi.org/10.1007/s11203-025-09330-zopenalex-snapshot
Small diffusivity asymptotics for a linear parabolic SPDE in two space dimensions
inferred← citeshttps://doi.org/10.1007/s42081-021-00112-4openalex-snapshot
Adaptive estimator for a parabolic linear SPDE with a small noise
inferred← citeshttps://doi.org/10.1007/s42081-022-00155-1openalex-snapshot
Least-squares estimators based on the Adams method for stochastic differential equations with small Lévy noise
inferred← citeshttps://doi.org/10.1007/s42081-022-00181-zopenalex-snapshot
Asymptotic inference for stochastic differential equations driven by fractional Brownian motion
inferred← citeshttps://doi.org/10.1016/j.amc.2021.126457openalex-snapshot
Least squares estimation for path-distribution dependent stochastic differential equations
inferred← citeshttps://doi.org/10.1016/j.jeconom.2020.05.020openalex-snapshot
Continuous record Laplace-based inference about the break date in structural change models
inferred← citeshttps://doi.org/10.1016/j.jmva.2007.02.002openalex-snapshot
High frequency asymptotics for wavelet-based tests for Gaussianity and isotropy on the torus
inferred← citeshttps://doi.org/10.1016/j.jmva.2013.01.012openalex-snapshot
Least squares estimators for discretely observed stochastic processes driven by small Lévy noises
inferred← citeshttps://doi.org/10.1016/j.jmva.2013.08.002openalex-snapshot
On a family of test statistics for discretely observed diffusion processes
inferred← citeshttps://doi.org/10.1016/j.jmva.2025.105415openalex-snapshot
New results for drift estimation in inhomogeneous stochastic differential equations
inferred← citeshttps://doi.org/10.1016/j.spa.2007.10.008openalex-snapshot
Approximate martingale estimating functions for stochastic differential equations with small noises
inferred← citeshttps://doi.org/10.1016/j.spa.2008.04.004openalex-snapshot
Estimation for stochastic differential equations with a small diffusion coefficient
inferred← citeshttps://doi.org/10.1016/j.spa.2012.10.007openalex-snapshot
Martingale expansion in mixed normal limit
inferred← citeshttps://doi.org/10.1016/j.spa.2013.04.008openalex-snapshot
Quasi likelihood analysis of volatility and nondegeneracy of statistical random field
inferred← citeshttps://doi.org/10.1016/j.spa.2013.07.009openalex-snapshot
Parametric inference for discretely observed multidimensional diffusions with small diffusion coefficient
inferred← citeshttps://doi.org/10.1016/j.spa.2014.03.014openalex-snapshot
Quasi-likelihood analysis for nonsynchronously observed diffusion processes
inferred← citeshttps://doi.org/10.1016/j.spa.2016.08.006openalex-snapshot
Least squares estimators for stochastic differential equations driven by small Lévy noises
inferred← citeshttps://doi.org/10.1016/j.spa.2021.09.002openalex-snapshot
Probabilistic properties and parametric inference of small variance nonlinear self-stabilizing stochastic differential equations
inferred← citeshttps://doi.org/10.1016/j.spa.2025.104650openalex-snapshot
Strang splitting for parametric inference in second-order stochastic differential equations
inferred← citeshttps://doi.org/10.1016/j.spl.2009.06.018openalex-snapshot
Least squares estimator for discretely observed Ornstein–Uhlenbeck processes with small Lévy noises
inferred← citeshttps://doi.org/10.1016/j.spl.2014.07.001openalex-snapshot
Small noise fluctuations of the CIR model driven by α -stable noises
inferred← citeshttps://doi.org/10.1016/j.spl.2016.09.014openalex-snapshot
Maximum likelihood type estimation for discretely observed CIR model with small α -stable noises
inferred← citeshttps://doi.org/10.1016/s0252-9602(10)60067-7openalex-snapshot
Parameter estimation for a class of stochastic differential equations driven by small stable noises from discrete observations
inferred← citeshttps://doi.org/10.1023/b:sisp.0000049093.20850.11openalex-snapshot
Asymptotic Expansion for Small Diffusions Applied to Option Pricing
inferred← citeshttps://doi.org/10.1080/03610926.2019.1653923openalex-snapshot
Least squares estimator for Ornstein–Uhlenbeck processes driven by small fractional Lévy noises
inferred← citeshttps://doi.org/10.1080/24709360.2022.2031721openalex-snapshot
Bayesian inference of the basic reproduction number for a SIR epidemic model
inferred← citeshttps://doi.org/10.1111/j.1467-9469.2004.00406.xopenalex-snapshot
Estimation for Discretely Observed Small Diffusions Based on Approximate Martingale Estimating Functions
inferred← citeshttps://doi.org/10.1111/j.1751-5823.2004.tb00241.xopenalex-snapshot
Parametric Inference for Diffusion Processes Observed at Discrete Points in Time: a Survey
inferred← citeshttps://doi.org/10.1111/sjos.12287openalex-snapshot
Threshold Estimation for Stochastic Processes with Small Noise
inferred← citeshttps://doi.org/10.1137/17m1147408openalex-snapshot
Discrete-Time Statistical Inference for Multiscale Diffusions
inferred← citeshttps://doi.org/10.1137/20m135813xopenalex-snapshot
Discrete-Time Inference for Slow-Fast Systems Driven by Fractional Brownian Motion
inferred← citeshttps://doi.org/10.1142/s0219493721500477openalex-snapshot
Least squares estimator for stochastic differential equations driven by small fractional Lévy noises from discrete observations
inferred← citeshttps://doi.org/10.11540/bjsiam.17.1_29openalex-snapshot
フィルタリング,確率制御,そして数理ファイナンス(応用数理サマーセミナー2006「確率微分方程式」講演)
inferred← citeshttps://doi.org/10.1155/2014/473681openalex-snapshot
Statistical Inference for Stochastic Differential Equations with Small Noises
inferred← citeshttps://doi.org/10.1186/s13660-018-1951-0openalex-snapshot
Parameter estimation for Ornstein–Uhlenbeck processes driven by fractional Lévy process
inferred← citeshttps://doi.org/10.1201/b12126openalex-snapshot
Statistical Methods for Stochastic Differential Equations
inferred← citeshttps://doi.org/10.1201/b12126-2openalex-snapshot
Estimating functions for diffusion-type processes
inferred← citeshttps://doi.org/10.1201/b12126-4openalex-snapshot
Estimating functions for diffusion-type processes
inferred← citeshttps://doi.org/10.1214/18-ejs1436openalex-snapshot
On penalized estimation for dynamical systems with small noise
inferred← citeshttps://doi.org/10.1214/21-ejs1922openalex-snapshot
Parametric inference for small variance and long time horizon McKean-Vlasov diffusion models
inferred← citeshttps://doi.org/10.1214/22-bjps541openalex-snapshot
Trajectory fitting estimation for a class of SDEs with small Lévy noises
inferred← citeshttps://doi.org/10.1214/24-aos2371openalex-snapshot
Parameter estimation in nonlinear multivariate stochastic differential equations based on splitting schemes
inferred← citeshttps://doi.org/10.12677/sa.2017.65061openalex-snapshot
Least Squares Estimators for Discretely Observed Vasicek Interest Rate Model with Small α Stable Noises
inferred← citeshttps://doi.org/10.14490/jjss.33.157openalex-snapshot
Estimation for Dynamical Systems with Small Noise from Discrete Observations
inferred← citeshttps://doi.org/10.14490/jjss.46.129openalex-snapshot
Adaptive Bayes Estimators and Hybrid Estimators for Small Diffusion Processes Based on Sampled Data
inferred← citeshttps://doi.org/10.48550/arxiv.0801.4146openalex-snapshot
Goodness of fit test for small diffusions by discrete observations
inferred← citeshttps://doi.org/10.48550/arxiv.2004.07688openalex-snapshot
Statistical inference for epidemic processes in a homogeneous community (Part IV of the book Stochastic Epidemic Models and Inference)
inferred← citeshttps://doi.org/10.48550/arxiv.2012.01965openalex-snapshot
Sampling from Unknown Transition Densities of Diffusion processes
inferred← citeshttps://doi.org/10.5109/12577openalex-snapshot
MINIMUM CONTRAST ESTIMATION FOR DISCRETELY OBSERVED DIFFUSION PROCESSES WITH SMALL DISPERSION PARAMETER
inferred← citeshttps://doi.org/10.5109/12597openalex-snapshot
MARTINGALE ESTIMATING FUNCTIONS BASED ON EIGENFUNCTIONS FOR DISCRETELY OBSERVED SMALL DIFFUSIONS
showing the first 70 of 71 · page through all 71
Editorial review for independent work. ICSAC — the Institute for Complexity
Science and Advanced Computing — runs a structured editorial panel for researchers
publishing outside journals, and publishes on CiteStamp rails. Submission is free
and goes through ORCID: icsacinstitute.org/submit.