Parameter estimation for integrated Ornstein-Uhlenbeck processes with small Lévy noises (Q6170511): Difference between revisions

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+Maximum Likelihood Estimation for Integrated Diffusion Processes
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+Processes of normal inverse Gaussian type
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+Econometric Analysis of Realized Volatility and its Use in Estimating Stochastic Volatility Models
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+Estimating stochastic volatility diffusion using conditional moments of integrated volatility
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+Parameter estimation for some non-recurrent solutions of SDE
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+The central limit theorem for stochastic integrals with respect to Levy processes
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+Parameter estimation for a discrete sampling of an intergrated Ornstein-Uhlenbeck process
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+Parameter Estimation for a Discretely Observed Integrated Diffusion Process
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+Some time change representations of stable integrals, via predictable transformations of local martingales
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+The Asymptotic Expansion Approach to the Valuation of Interest Rate Contingent Claims
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+Q5748776
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+Least squares estimator for discretely observed Ornstein-Uhlenbeck processes with small Lévy noises
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+Parameter estimation for a class of stochastic differential equations driven by small stable noises from discrete observations
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+Least squares estimators for stochastic differential equations driven by small Lévy noises
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+Least squares estimators for discretely observed stochastic processes driven by small Lévy noises
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+A note on ``Least squares estimator for discretely observed Ornstein-Uhlenbeck processes with small Lévy noises''
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+Ergodicity for SDEs and approximations: locally Lipschitz vector fields and degenerate noise.
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+Modeling financial time series through second-order stochastic differential equations
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+On Itô stochastic integration with respect to p-stable motion: Inner clock, integrability of sample paths, double and multiple integrals
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+Asymptotic expansion for small diffusions applied to option pricing
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+Maximum likelihood type estimation for discretely observed CIR model with small \(\alpha\)-stable noises
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