Pages that link to "Item:Q2707866"
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The following pages link to Prediction‐based estimating functions (Q2707866):
Displayed 28 items.
- A transformation approach to modelling multi-modal diffusions (Q393584) (← links)
- Parametric estimation for the standard and geometric telegraph process observed at discrete times (Q623490) (← links)
- Prediction-based estimating functions: review and new developments (Q642200) (← links)
- Prediction-based estimation for diffusion models with high-frequency data (Q825345) (← links)
- Inference methods for discretely observed continuous-time stochastic volatility models: A commented overview (Q862564) (← links)
- Modeling the euglycemic hyperinsulinemic clamp by stochastic differential equations (Q883784) (← links)
- Inference for shot noise (Q995837) (← links)
- Nonparametric adaptive estimation for integrated diffusions (Q1009666) (← links)
- Prediction-based estimating functions for stochastic volatility models with noisy data: comparison with a GMM alternative (Q1621997) (← links)
- Characteristic function estimation of Ornstein-Uhlenbeck-based stochastic volatility models (Q1658343) (← links)
- Parameter estimation in a stochastic model of the tubuloglomerular feedback mechanism in a rat nephron (Q1781623) (← links)
- Statistical inference for discrete-time samples from affine stochastic delay differential equations (Q1952429) (← links)
- Closed-form formulas for conditional moments of inhomogeneous Pearson diffusion processes (Q2060664) (← links)
- Efficient estimation of drift parameters in stochastic volatility models (Q2463719) (← links)
- Leroux's method for general hidden Markov models (Q2490057) (← links)
- Goodness-of-Fit based on Downsampling with Applications to Linear Drift Diffusions (Q2911667) (← links)
- Parameter Estimation for a Discretely Observed Integrated Diffusion Process (Q3411061) (← links)
- An Approximate Innovation Method For The Estimation Of Diffusion Processes From Discrete Data (Q3440742) (← links)
- Higher Moments and Prediction‐Based Estimation for the COGARCH(1,1) Model (Q3460651) (← links)
- Closed-form likelihoods for stochastic differential equation growth models (Q3589854) (← links)
- Econometric Analysis of Realized Volatility and its Use in Estimating Stochastic Volatility Models (Q4670770) (← links)
- Inference for Observations of Integrated Diffusion Processes (Q4677104) (← links)
- Estimation for discretely observed diffusions using transform functions (Q4822454) (← links)
- Simulated Likelihood Approximations for Stochastic Volatility Models (Q4828198) (← links)
- Parametric inference for mixed models defined by stochastic differential equations (Q5190282) (← links)
- A Non‐Gaussian Ornstein–Uhlenbeck Process for Electricity Spot Price Modeling and Derivatives Pricing (Q5297933) (← links)
- The Pearson Diffusions: A Class of Statistically Tractable Diffusion Processes (Q5324878) (← links)
- Data cloning estimation for asymmetric stochastic volatility models (Q5861027) (← links)