Parameter estimation and bias correction for diffusion processes (Q302098): Difference between revisions

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-Song Xi Chen
@@ Property / author: Song Xi Chen / rank @@
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+Song Xi Chen
@@ Property / author: Song Xi Chen / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.jeconom.2008.11.001
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@@ Property / OpenAlex ID @@
+W2165978176
@@ Property / OpenAlex ID: W2165978176 / rank @@
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@@ Property / cites work @@
+Q3661894
@@ Property / cites work: Q3661894 / rank @@
+Normal rank
@@ Property / cites work @@
+Maximum Likelihood Estimation of Discretely Sampled Diffusions: A Closed-form Approximation Approach
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@@ Property / cites work @@
+Closed-form likelihood expansions for multivariate diffusions
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@@ Property / cites work @@
+The Effects of Random and Discrete Sampling when Estimating Continuous-Time Diffusions
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@@ Property / cites work @@
+Estimators of diffusions with randomly spaced discrete observations: a general theory
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+Q3719692
@@ Property / cites work: Q3719692 / rank @@
+Normal rank
@@ Property / cites work @@
+Martingale estimation functions for discretely observed diffusion processes
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+The Pricing of Options and Corporate Liabilities
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+Nonparametric statistics for stochastic processes. Estimation and prediction.
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+A Theory of the Term Structure of Interest Rates
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+Bootstrap methods: another look at the jackknife
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+A selective overview of nonparametric methods in financial econometrics
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+The bootstrap and Edgeworth expansion
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+Back to the Future: Generating Moment Implications for Continuous-Time Markov Processes
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+NOTE ON BIAS IN THE ESTIMATION OF AUTOCORRELATION
@@ Property / cites work: NOTE ON BIAS IN THE ESTIMATION OF AUTOCORRELATION / rank @@
+Normal rank
@@ Property / cites work @@
+BIAS IN THE ESTIMATION OF AUTOCORRELATIONS
@@ Property / cites work: BIAS IN THE ESTIMATION OF AUTOCORRELATIONS / rank @@
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@@ Property / cites work @@
+Q3996154
@@ Property / cites work: Q3996154 / rank @@
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+Q4905685
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+Econometric Estimators and the Edgeworth Approximation
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+The jackknife and bootstrap
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+Q3862204
@@ Property / cites work: Q3862204 / rank @@
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@@ Property / cites work @@
+An equilibrium characterization of the term structure
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@@ links / mardi / name / links / mardi / name @@
+Publication:302098