Pages that link to "Item:Q4956066"
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The following pages link to Simple and Explicit Estimating Functions for a Discretely Observed Diffusion Process (Q4956066):
Displayed 32 items.
- Langevin diffusions on the torus: estimation and applications (Q122538) (← links)
- Estimating functions for noisy observations of ergodic diffusions (Q265660) (← links)
- Asymptotic near-efficiency of the ``Gibbs-energy and empirical-variance'' estimating functions for fitting Matérn models. I: Densely sampled processes (Q273730) (← links)
- Goodness-of-fit test for stochastic volatility models (Q391575) (← links)
- The Bickel-Rosenblatt test for continuous time stochastic volatility models (Q464450) (← links)
- Parametric estimation for the standard and geometric telegraph process observed at discrete times (Q623490) (← links)
- Test for parameter change in discretely observed diffusion processes (Q625303) (← links)
- Transition law-based simulation of generalized inverse Gaussian Ornstein-Uhlenbeck processes (Q655929) (← 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)
- Statistical inference for reciprocal gamma diffusion process (Q1036702) (← links)
- Efficient estimators for functionals of Markov chains with parametric marginals. (Q1427720) (← links)
- A review of asymptotic theory of estimating functions (Q1656854) (← links)
- Contrast estimation for noisy observations of diffusion processes via closed-form density expansions (Q2144195) (← links)
- Asymptotic near-efficiency of the ``Gibbs-energy (GE) and empirical-variance'' estimating functions for fitting Matérn models. - II: accounting for measurement errors via ``Conditional GE mean'' (Q2173348) (← links)
- A general drift estimation procedure for stochastic differential equations with additive fractional noise (Q2180056) (← links)
- Parameter estimation for non-stationary Fisher-Snedecor diffusion (Q2218835) (← links)
- Indirect inference in fractional short-term interest rate diffusions (Q2227436) (← links)
- Probabilistic properties and parametric inference of small variance nonlinear self-stabilizing stochastic differential equations (Q2239268) (← links)
- Parametric inference for discretely observed subordinate diffusions (Q2417988) (← links)
- Parametric inference for discretely observed multidimensional diffusions with small diffusion coefficient (Q2434472) (← links)
- A least square-type procedure for parameter estimation in stochastic differential equations with additive fractional noise (Q2450911) (← links)
- Approximation of epidemic models by diffusion processes and their statistical inference (Q2512950) (← links)
- Schémas de discrétisation anticipatifs et estimation du paramètre de dérive d'une diffusion (Q2701810) (← links)
- Quantifying Model Uncertainties in Complex Systems (Q2909986) (← links)
- Joint analysis and estimation of stock prices and trading volume in Barndorff-Nielsen and Shephard stochastic volatility models (Q3019508) (← links)
- Parameter Estimation for a Discretely Observed Integrated Diffusion Process (Q3411061) (← links)
- Computational Aspects Related to Martingale Estimating Functions for a Discretely Observed Diffusion (Q4455910) (← links)
- Goodness–of–Fit Test for Stochastic Volatility Models (Q4609014) (← links)
- Data-Driven Pricing for a New Product (Q5080649) (← links)
- Nadaraya–Watson estimator for I.I.D. paths of diffusion processes (Q6073418) (← links)
- Approximate minimum Hellinger distance estimation for diffusion processes using Euler's scheme (Q6137819) (← links)