Parametric estimation for partially hidden diffusion processes sampled at discrete times (Q1016630): Difference between revisions

@@ Property / DOI @@
-.1016/j.spa.2008.08.004
@@ Property / DOI: 10.1016/j.spa.2008.08.004 / rank @@
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@@ Property / author @@
-Stefano Maria Iacus
@@ Property / author: Stefano Maria Iacus / rank @@
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@@ Property / author @@
+Stefano Maria Iacus
@@ Property / author: Stefano Maria Iacus / rank @@
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+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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+W3123246144
@@ Property / OpenAlex ID: W3123246144 / rank @@
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@@ Property / arXiv ID @@
+math/0611781
@@ Property / arXiv ID: math/0611781 / rank @@
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@@ Property / cites work @@
+Particle Filters for Partially Observed Diffusions
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@@ Property / cites work @@
+Approximate discrete-time schemes for statistics of diffusion processes
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+On the estimation of the diffusion coefficient for multi-dimensional diffusion processes
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+Statistical analysis of stochastic resonance with ergodic diffusion noise
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+Estimating unobservable signal by Markovian noise induction: when noise helps in statistics!
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+Q3920437
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+Estimation of an Ergodic Diffusion from Discrete Observations
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+A Monte Carlo EM Approach for Partially Observable Diffusion Processes: Theory and Applications to Neural Networks
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+Asymptotic theory for non-linear least squares estimator for diffusion processes
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+Q4206261
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+On inference for partially observed nonlinear diffusion models using the Metropolis-Hastings algorithm
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+Asymptotic behavior of M-estimator and related random field for diffusion process
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+Estimation for diffusion processes from discrete observation
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@@ Property / cites work @@
+A Partially Observed Model for Micromovement of Asset Prices with Bayes Estimation via Filtering
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@@ Property / DOI @@
+.1016/J.SPA.2008.08.004
@@ Property / DOI: 10.1016/J.SPA.2008.08.004 / rank @@
+Normal rank