Pages that link to "Item:Q4859495"
From MaRDI portal
The following pages link to Back to the Future: Generating Moment Implications for Continuous-Time Markov Processes (Q4859495):
Displayed 20 items.
- Quantifying Model Uncertainties in Complex Systems (Q2909986) (← links)
- Goodness-of-Fit based on Downsampling with Applications to Linear Drift Diffusions (Q2911667) (← links)
- Adaptive confidence bands for Markov chains and diffusions: Estimating the invariant measure and the drift (Q2954245) (← links)
- Local lagged adapted generalized method of moments and applications (Q2968185) (← links)
- Quasi‐maximum likelihood estimation of discretely observed diffusions (Q3018504) (← links)
- Local Linear Estimation of Second-Order Diffusion Models (Q3083789) (← links)
- Bias Correction Estimation for a Continuous‐Time Asset Return Model with Jumps (Q3120661) (← links)
- ESTIMATING CONTINUOUS-TIME MODELS ON THE BASIS OF DISCRETE DATA VIA AN EXACT DISCRETE ANALOG (Q3181968) (← links)
- Semi-Parametric Estimation for Forward–Backward Stochastic Differential Equations (Q3391825) (← links)
- Semiparametric diffusion estimation and application to a stock market index (Q3518390) (← links)
- CHARACTERISTIC FUNCTION–BASED TESTING FOR MULTIFACTOR CONTINUOUS-TIME MARKOV MODELS VIA NONPARAMETRIC REGRESSION (Q3580636) (← links)
- Nonlinear continuous-discrete filtering using kernel density estimatesand functional integrals (Q4409372) (← links)
- ARMA representation of integrated and realized variances (Q4458360) (← links)
- BIAS REDUCTION IN NONPARAMETRIC DIFFUSION COEFFICIENT ESTIMATION (Q4561980) (← links)
- Bayesian Inference via Filtering Equations for Ultrahigh Frequency Data (I): Model and Estimation (Q4636365) (← links)
- Mean-Variance Portfolio Selection for Partially Observed Point Processes (Q5136123) (← links)
- UNIFORM CONVERGENCE RATES OF KERNEL-BASED NONPARAMETRIC ESTIMATORS FOR CONTINUOUS TIME DIFFUSION PROCESSES: A DAMPING FUNCTION APPROACH (Q5357391) (← links)
- Truncated dynamics and estimation of diffusion equations (Q5939357) (← links)
- Uniform and \(L_p\) convergences for nonparametric continuous time regressions with semiparametric applications (Q6108335) (← links)
- Le Cam-Stratonovich-Boole theory for Itô diffusions (Q6112114) (← links)
