Inference for Observations of Integrated Diffusion Processes (Q4677104): Difference between revisions

@@ Property / Wikidata QID @@
+Q55940993
@@ Property / Wikidata QID: Q55940993 / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1111/j.1467-9469.2004.02_023.x
+Normal rank
@@ Property / OpenAlex ID @@
+W2062042027
@@ Property / OpenAlex ID: W2062042027 / rank @@
+Normal rank
@@ Property / cites work @@
+The Distribution of Realized Exchange Rate Volatility
+Normal rank
@@ Property / cites work @@
+Non-Gaussian Ornstein–Uhlenbeck-based Models and Some of Their Uses in Financial Economics
+Normal rank
@@ Property / cites work @@
+A hyperbolic diffusion model for stock prices
@@ Property / cites work: A hyperbolic diffusion model for stock prices / rank @@
+Normal rank
@@ Property / cites work @@
+Simplified Estimating Functions for Diffusion Models with a High‐dimensional Parameter
+Normal rank
@@ Property / cites work @@
+Time series: theory and methods.
@@ Property / cites work: Time series: theory and methods. / rank @@
+Normal rank
@@ Property / cites work @@
+Mixing: Properties and examples
@@ Property / cites work: Mixing: Properties and examples / rank @@
+Normal rank
@@ Property / cites work @@
+Quasi-likelihood and its application. A general approach to optimal parameter estimation
+Normal rank
@@ Property / cites work @@
+Malliavin calculus, geometric mixing, and expansion of diffusion functionals
+Normal rank
@@ Property / cites work @@
+Estimating the Nitrous Oxide Emission Rate from the Soil Surface by Means of a Diffusion Model
+Normal rank
@@ Property / cites work @@
+Prediction‐based estimating functions
@@ Property / cites work: Prediction‐based estimating functions / rank @@
+Normal rank
@@ Property / cites work @@
+On polynomial mixing bounds for stochastic differential equations
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:4677104