Statistical Inference for Student Diffusion Process (Q3068099): Difference between revisions

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-Q203510
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-Nenad Šuvak
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+Nikolai N. Leonenko
@@ Property / author: Nikolai N. Leonenko / rank @@
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+Nenad Šuvak
@@ Property / author: Nenad Šuvak / rank @@
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+https://doi.org/10.1080/07362994.2010.515476
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+W2168338997
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@@ Property / cites work @@
+Q5558293
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+On a class of minimum contrast estimators for fractional stochastic processes and fields
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+Series Expansions for the First Passage Distribution of Wong–Pearson Jump-Diffusions
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+Spectral representation of transition density of Fisher–Snedecor diffusion
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+Stein's method for diffusion approximations
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+Testing normality: a GMM approach
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+Pricing Options on Scalar Diffusions: An Eigenfunction Expansion Approach
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+The Pearson Diffusions: A Class of Statistically Tractable Diffusion Processes
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+Stochastic volatility models as hidden Markov models and statistical applications
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+Student processes
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+Two classes of special functions using Fourier transforms of some finite classes of classical orthogonal polynomials
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+Statistical inference for ergodic diffusion processes.
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+Moment estimation for ergodic diffusion processes
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+On the Whittle estimators for some classes of continuous-parameter random processes and fields
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+Statistical inference for reciprocal gamma diffusion process
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+Einordnung der Polynome von Romanovski-Bessel in das Askey-Tableau
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+THE SPECTRAL DECOMPOSITION OF THE OPTION VALUE
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+PRICING EQUITY DERIVATIVES SUBJECT TO BANKRUPTCY
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+The special functions and their approximations. Vol. I, II
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+Three Finite Classes of Hypergeometric Orthogonal Polynomials and Their Application in Functions Approximation
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+Classical orthogonal polynomials with weight function ((<i>ax</i> + <i>b</i>)<sup>2</sup> + (<i>cx</i> + <i>d</i>)<sup>2</sup>)<sup>−<i>p</i></sup>exp(<i>q</i>Arctg((<i>ax</i> + <i>b</i>)/(<i>cx</i> + <i>d</i>))),<i>x</i> ∈ (−∞, ∞) and a generalization of T and F distributions
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+Stochastic processes and orthogonal polynomials
@@ Property / cites work: Stochastic processes and orthogonal polynomials / rank @@
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+Approximation Theorems of Mathematical Statistics
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+A model of returns for the post-credit-crunch reality: hybrid Brownian motion with price feedback
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+Connections between Romanovski and other polynomials
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@@ links / mardi / name / links / mardi / name @@
+Publication:3068099