A transformation approach to modelling multi-modal diffusions (Q393584): Difference between revisions

From MaRDI portal
RedirectionBot (talk | contribs)
Removed claim: author (P16): Item:Q222457
Import241208061232 (talk | contribs)
Normalize DOI.
 
(5 intermediate revisions by 5 users not shown)
Property / DOI
 
Property / DOI: 10.1016/j.jspi.2013.09.013 / rank
Normal rank
 
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1016/j.jspi.2013.09.013 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2050530710 / rank
 
Normal rank
Property / Wikidata QID
 
Property / Wikidata QID: Q61858147 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Maximum Likelihood Estimation of Discretely Sampled Diffusions: A Closed-form Approximation Approach / rank
 
Normal rank
Property / cites work
 
Property / cites work: Nonparametric tests of the Markov hypothesis in continuous-time models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Representations of the First Hitting Time Density of an Ornstein-Uhlenbeck Process<sup>1</sup> / rank
 
Normal rank
Property / cites work
 
Property / cites work: Sub-sampling and parametric estimation for multiscale dynamics / rank
 
Normal rank
Property / cites work
 
Property / cites work: Maximum Likelihood Estimation for Integrated Diffusion Processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: A hyperbolic diffusion model for stock prices / rank
 
Normal rank
Property / cites work
 
Property / cites work: Martingale estimation functions for discretely observed diffusion processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Diffusion Estimation from Multiscale Data by Operator Eigenpairs / rank
 
Normal rank
Property / cites work
 
Property / cites work: Mixing: Properties and examples / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Reexamination of Diffusion Estimators With Applications to Financial Model Validation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Goodness-of-Fit based on Downsampling with Applications to Linear Drift Diffusions / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Pearson Diffusions: A Class of Statistically Tractable Diffusion Processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Quasi-Likelihood and Optimal Estimation, Correspondent Paper / rank
 
Normal rank
Property / cites work
 
Property / cites work: Simulation and inference for stochastic differential equations. With R examples. / rank
 
Normal rank
Property / cites work
 
Property / cites work: MODEL REDUCTION AND STOCHASTIC RESONANCE / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3923307 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimating equations based on eigenfunctions for a discretely observed diffusion process / rank
 
Normal rank
Property / cites work
 
Property / cites work: An Introduction to Regime Switching Time Series Models / rank
 
Normal rank
Property / cites work
 
Property / cites work: DIFFUSION MODELS FOR EXCHANGE RATES IN A TARGET ZONE / rank
 
Normal rank
Property / cites work
 
Property / cites work: Maximum likelihood drift estimation for multiscale diffusions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Parameter estimation for multiscale diffusions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Parameter Estimation for Partially Observed Hypoelliptic Diffusions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Prediction‐based estimating functions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Prediction-based estimating functions: review and new developments / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4913194 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5514887 / rank
 
Normal rank
Property / DOI
 
Property / DOI: 10.1016/J.JSPI.2013.09.013 / rank
 
Normal rank

Latest revision as of 16:13, 9 December 2024

scientific article
Language Label Description Also known as
English
A transformation approach to modelling multi-modal diffusions
scientific article

    Statements

    A transformation approach to modelling multi-modal diffusions (English)
    0 references
    0 references
    0 references
    23 January 2014
    0 references
    measurement errors
    0 references
    martingale estimating functions
    0 references
    multi-modality
    0 references
    protein folding
    0 references
    stochastic differential equations
    0 references
    0 references
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references