Pages that link to "Item:Q3030066"
From MaRDI portal
The following pages link to Estimation of the coefficients of a diffusion from discrete observations (Q3030066):
Displayed 35 items.
- Parameter Estimation for Fractional Ornstein–Uhlenbeck Processes with Discrete Observations (Q2841792) (← links)
- BAYESIAN CONSISTENCY FOR STATIONARY MODELS (Q2886964) (← links)
- NONPARAMETRIC ESTIMATION OF SECOND-ORDER STOCHASTIC DIFFERENTIAL EQUATIONS (Q2886970) (← links)
- Quantifying Model Uncertainties in Complex Systems (Q2909986) (← links)
- Model Selection for Volatility Prediction (Q2956059) (← links)
- Modelling animal growth in random environments: An application using nonparametric estimation (Q3056481) (← links)
- Can One Validly Use Classical Statistical Inference in Open Quantum Systems? (Q3067147) (← links)
- Stochastic Differential Mixed-Effects Models (Q3077782) (← links)
- Exact and Computationally Efficient Likelihood-Based Estimation for Discretely Observed Diffusion Processes (with Discussion) (Q3408539) (← links)
- SELF EXCITING THRESHOLD INTEREST RATES MODELS (Q3421826) (← links)
- Approximate discrete-time schemes for statistics of diffusion processes (Q3484224) (← links)
- Closed-form likelihoods for stochastic differential equation growth models (Q3589854) (← links)
- Transition Density and Simulated Likelihood Estimation for Time-Inhomogeneous Diffusions (Q3590017) (← links)
- Particle Filters for Partially Observed Diffusions (Q3631472) (← links)
- Laplace asymptotics for generalized K.P.P. equation (Q4386048) (← links)
- A new technique for simulating the likelihood of stochastic differential equations (Q4551772) (← links)
- Introduction to Stochastic Models in Biology (Q4567928) (← links)
- Learning interacting particle systems: Diffusion parameter estimation for aggregation equations (Q4630566) (← links)
- NONLINEAR DYNAMICAL SYSTEM IDENTIFICATION FROM UNCERTAIN AND INDIRECT MEASUREMENTS (Q4655663) (← links)
- Parameter Estimation in a Gompertzian Stochastic Model for Tumor Growth (Q4670460) (← links)
- APPROXIMATION OF MAXIMUM LIKELIHOOD ESTIMATOR FOR DIFFUSION PROCESSES FROM DISCRETE OBSERVATIONS (Q4797335) (← links)
- Estimation for discretely observed diffusions using transform functions (Q4822454) (← links)
- Sequential Monte Carlo methods for diffusion processes (Q4931056) (← links)
- Predicting integrals of diffusion processes with unknown diffusion parameters (Q4955495) (← links)
- Monte Carlo fusion (Q4968517) (← links)
- Moment method estimation of first-order continuous-time bilinear processes (Q5085917) (← links)
- Estimating a class of diffusions from discrete observations via approximate maximum likelihood method (Q5147562) (← links)
- Parametric inference for mixed models defined by stochastic differential equations (Q5190282) (← links)
- Shrinkage drift parameter estimation for multi‐factor Ornstein–Uhlenbeck processes (Q5391297) (← links)
- Method for simulating non-linear stochastic differential equations in ℝ<sup>1</sup> (Q5697313) (← links)
- Maximnm contrast estimation for diffusion processes from discrete observations (Q5753408) (← links)
- Statistical Learning of Nonlinear Stochastic Differential Equations from Nonstationary Time Series using Variational Clustering (Q5880619) (← links)
- Flexible Bayesian inference for diffusion processesusing splines (Q6087239) (← links)
- Inference for a discretized stochastic logistic differential equation and its application to biological growth (Q6107652) (← links)
- Approximate minimum Hellinger distance estimation for diffusion processes using Euler's scheme (Q6137819) (← links)