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Lykkegaard, Mikkel [Author]; Dodwell, Tim J. [Author]; Fox, Colin [Author]; Mingas, Grigorios [Author]; Scheichl, Robert [Author]

Multilevel delayed acceptance MCMC - [Version v3]

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http://arxiv.org/abs/2202.03876

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30 Aug 2022

Published in: De.arxiv.org ; (2021), Artikel-ID 2202.03876, Seite 1-29
Dalalyan, Arnak [Author]; Reiß, Markus [Author]

Asymptotic statistical equivalence for ergodic diffusions: The multidimensional case

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Weierstrass Institute for Applied Analysis and Stochastics publication server, 2005
Dalalyan, Arnak [Author]; Reiß, Markus [Author]

Asymptotic statistical equivalence for ergodic diffusions: The multidimensional case

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Weierstrass Institute for Applied Analysis and Stochastics publication server, 2005
Herkenrath, Ulrich [Author]; Rudolph, Andreas [Author]

Forecasting of interest rate series

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University of Duisburg-Essen: DuEPublico2 (Duisburg Essen Publications online), 2002
Spokoiny, Vladimir [Author]

Adaptive drift estimation for nonparametric diffusion model

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Weierstrass Institute for Applied Analysis and Stochastics publication server, 1999
Spokoiny, Vladimir [Author]

Adaptive drift estimation for nonparametric diffusion model

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Weierstrass Institute for Applied Analysis and Stochastics publication server, 1999
Liptser, Robert [Author]; Spokoiny, Vladimir [Author]

Deviation probability bound for martingales with applications to statistical estimation

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Weierstrass Institute for Applied Analysis and Stochastics publication server, 1999
Liptser, Robert [Author]; Spokoiny, Vladimir [Author]

Deviation probability bound for martingales with applications to statistical estimation

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Weierstrass Institute for Applied Analysis and Stochastics publication server, 1999
Gushchin, Alexander A. [Author]

On efficiency bounds for estimating the offspring mean in a branching process

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Weierstrass Institute for Applied Analysis and Stochastics publication server, 1995
Gushchin, Alexander A. [Author]

On efficiency bounds for estimating the offspring mean in a branching process

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Weierstrass Institute for Applied Analysis and Stochastics publication server, 1995
Dalalyan, Arnak [Author]; Reiß, Markus [Author]

Asymptotic statistical equivalence for ergodic diffusions

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Weierstrass Institute for Applied Analysis and Stochastics publication server, 2004
Dalalyan, Arnak [Author]; Reiß, Markus [Author]

Asymptotic statistical equivalence for ergodic diffusions

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Weierstrass Institute for Applied Analysis and Stochastics publication server, 2004
Kreiss, Jens-Peter [Author]; Neumann, Michael H. [Author]

Bootstrap confidence bands for the autoregression function

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Weierstrass Institute for Applied Analysis and Stochastics publication server, 1996
Kreiss, Jens-Peter [Author]; Neumann, Michael H. [Author]

Bootstrap confidence bands for the autoregression function

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Weierstrass Institute for Applied Analysis and Stochastics publication server, 1996
Mai, Hilmar [Author]

Efficient maximum likelihood estimation for Lévy-driven Ornstein--Uhlenbeck processes

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Weierstrass Institute for Applied Analysis and Stochastics publication server, 2012
Mai, Hilmar [Author]

Efficient maximum likelihood estimation for Lévy-driven Ornstein--Uhlenbeck processes

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Weierstrass Institute for Applied Analysis and Stochastics publication server, 2012
Reiß, Markus [Author]

Nonparametric volatility estimation on the real line from low-frequency data

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Weierstrass Institute for Applied Analysis and Stochastics publication server, 2004
Reiß, Markus [Author]

Nonparametric volatility estimation on the real line from low-frequency data

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Weierstrass Institute for Applied Analysis and Stochastics publication server, 2004
Dietz, Hans M. [Author]; Kutoyants, Yury [Author]

A minimum-distance estimator for diffusion processes with ergodic properties

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Weierstrass Institute for Applied Analysis and Stochastics publication server, 1992
Antoine, Lejay [Author]; Pigato, Paolo [Author]

Maximum likelihood drift estimation for a threshold diffusion

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Weierstrass Institute for Applied Analysis and Stochastics publication server, 2018

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