Pages that link to "Item:Q3484224"
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The following pages link to Approximate discrete-time schemes for statistics of diffusion processes (Q3484224):
Displayed 21 items.
- Likelihood-based inference for correlated diffusions (Q3019141) (← links)
- Parameter Estimation for a Discretely Observed Integrated Diffusion Process (Q3411061) (← links)
- Local Linear Estimation of Second-order Jump-diffusion Model (Q3458130) (← links)
- Preservation of probabilistic laws through Euler methods for ornstein-uhlenbeck process (Q4248574) (← links)
- Computational Aspects Related to Martingale Estimating Functions for a Discretely Observed Diffusion (Q4455910) (← links)
- A new technique for simulating the likelihood of stochastic differential equations (Q4551772) (← links)
- BIAS REDUCTION IN NONPARAMETRIC DIFFUSION COEFFICIENT ESTIMATION (Q4561980) (← links)
- Parameter Estimation in a Gompertzian Stochastic Model for Tumor Growth (Q4670460) (← links)
- Estimation for Discretely Observed Small Diffusions Based on Approximate Martingale Estimating Functions (Q4677112) (← links)
- Estimation for discretely observed diffusions using transform functions (Q4822454) (← links)
- Estimating a class of diffusions from discrete observations via approximate maximum likelihood method (Q5147562) (← links)
- Gradient-based simulated maximum likelihood estimation for Lévy-driven Ornstein–Uhlenbeck stochastic volatility models (Q5245899) (← links)
- UNIFORM CONVERGENCE RATES OF KERNEL-BASED NONPARAMETRIC ESTIMATORS FOR CONTINUOUS TIME DIFFUSION PROCESSES: A DAMPING FUNCTION APPROACH (Q5357391) (← links)
- CONVERGENCE RATES OF SUMS OF <i>α</i>-MIXING TRIANGULAR ARRAYS: WITH AN APPLICATION TO NONPARAMETRIC DRIFT FUNCTION ESTIMATION OF CONTINUOUS-TIME PROCESSES (Q5357399) (← links)
- Shrinkage drift parameter estimation for multi‐factor Ornstein–Uhlenbeck processes (Q5391297) (← links)
- Maximnm contrast estimation for diffusion processes from discrete observations (Q5753408) (← links)
- Le Cam-Stratonovich-Boole theory for Itô diffusions (Q6112114) (← links)
- Parameter estimation of discretely observed interacting particle systems (Q6116557) (← links)
- Non-reversible guided Metropolis kernel (Q6116753) (← links)
- Approximate minimum Hellinger distance estimation for diffusion processes using Euler's scheme (Q6137819) (← links)
- Asymptotically efficient estimation for diffusion processes with nonsynchronous observations (Q6176239) (← links)