ANOVA for diffusions and Itō processes (Q449957): Difference between revisions

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+math/0611274
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+On mixing and stability of limit theorems
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+Non-Gaussian Ornstein–Uhlenbeck-based Models and Some of Their Uses in Financial Economics
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+Econometric Analysis of Realized Volatility and its Use in Estimating Stochastic Volatility Models
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+Q4277836
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+A Theory of the Term Structure of Interest Rates
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+On the Decomposition of Continuous Submartingales
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+The existence of absolutely continuous local martingale measures
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+Q4892362
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+ON CONTINUOUS MARTINGALES
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+Q4794153
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+Assessing the accuracy of the maximum likelihood estimator: Observed versus expected Fisher information
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+Likelihood Inference for Discretely Observed Nonlinear Diffusions
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+A selective overview of nonparametric methods in financial econometrics
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+On estimating the diffusion coefficient from discrete observations
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+Q3815091
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+Continuous Record Asymptotics for Rolling Sample Variance Estimators
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+Q4311643
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+Parameter estimation for discretely observed stochastic volatility models
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+Stochastic volatility models as hidden Markov models and statistical applications
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+Q4695794
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+Discrete sampling of an integrated diffusion process and parameter estimation of the diffusion coefficient
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+Diffusions with measurement errors. I. Local Asymptotic Normality
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+Martingales and arbitrage in multiperiod securities markets
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+Martingales and stochastic integrals in the theory of continuous trading
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+\(L_p\) estimation of the diffusion coefficient
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+Rate of convergence for parametric estimation in a stochastic volatility model.
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+Q4794126
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+Discretely Observed Diffusions: Classes of Estimating Functions and Small Δ‐optimality
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+Calcul stochastique et problèmes de martingales
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+Non‐parametric Kernel Estimation of the Coefficient of a Diffusion
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+Asymptotic error distributions for the Euler method for stochastic differential equations
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+Q4002114
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+Asymptotic expansions for martingales
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+Dual likelihood
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+Embedding and asymptotic expansions for martingales
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+Q4435813
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+Q5515900
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+Limit distributions for the error in approximations of stochastic integrals
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+Risk-minimality and orthogonality of martingales
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+Discretely Observed Diffusions: Approximation of the Continuous‐time Score Function
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+An equilibrium characterization of the term structure
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+Efficient estimation of stochastic volatility using noisy observations: a multi-scale approach
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+A Tale of Two Time Scales
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