Pages that link to "Item:Q5933570"
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The following pages link to Stochastic volatility models as hidden Markov models and statistical applications (Q5933570):
Displayed 50 items.
- A non-linear explicit filter. (Q1424477) (← links)
- Financial options and statistical prediction intervals (Q1431433) (← links)
- Characteristic function estimation of Ornstein-Uhlenbeck-based stochastic volatility models (Q1658343) (← links)
- Algorithmic estimation of risk factors in financial markets with stochastic drift (Q1762049) (← links)
- Rate of convergence for parametric estimation in a stochastic volatility model. (Q1766043) (← links)
- Diffusion-type models with given marginal distribution and autocorrelation function (Q1781184) (← links)
- Parameter estimation and model testing for Markov processes via conditional characteristic functions (Q1940757) (← links)
- Parametric inference for hypoelliptic ergodic diffusions with full observations (Q2023472) (← links)
- Parametric estimation of hidden Markov models by least squares type estimation and deconvolution (Q2093141) (← links)
- Optimal control for parameter estimation in partially observed hypoelliptic stochastic differential equations (Q2095763) (← links)
- Contrast estimation for noisy observations of diffusion processes via closed-form density expansions (Q2144195) (← links)
- On the nonparametric inference of coefficients of self-exciting jump-diffusion (Q2154949) (← links)
- Minimum Hellinger distance estimation for discretely observed stochastic processes using recursive kernel density estimator (Q2156008) (← links)
- Geometric ergodicity of affine processes on cones (Q2182630) (← links)
- Exact long time behavior of some regime switching stochastic processes (Q2203615) (← links)
- Parameter estimation for non-stationary Fisher-Snedecor diffusion (Q2218835) (← links)
- Nonparametric pointwise estimation for a regression model with multiplicative noise (Q2240744) (← links)
- A general result on the mean integrated squared error of the hard thresholding wavelet estimator under \(\alpha\)-mixing dependence (Q2260580) (← links)
- Posterior consistency for partially observed Markov models (Q2289808) (← links)
- Adaptive estimation for stochastic damping Hamiltonian systems under partial observation (Q2409000) (← links)
- Nonparametric estimation for stochastic volatility models (Q2430253) (← links)
- Ergodicity and mixing bounds for the Fisher-Snedecor diffusion (Q2435244) (← links)
- Simple simulation of diffusion bridges with application to likelihood inference for diffusions (Q2448707) (← links)
- Efficient estimation of drift parameters in stochastic volatility models (Q2463719) (← links)
- A test for model specification of diffusion processes (Q2477057) (← links)
- Adaptive estimation of the transition density of a particular hidden Markov chain (Q2482129) (← links)
- Stochastic volatility and fractional Brownian motion (Q2485787) (← links)
- Leroux's method for general hidden Markov models (Q2490057) (← links)
- Approximation of epidemic models by diffusion processes and their statistical inference (Q2512950) (← links)
- Nonlinearity and temporal dependence (Q2630203) (← links)
- An Ornstein-Uhlenbeck-Type Process Which Satisfies Sufficient Conditions for a Simulation-Based Filtering Procedure (Q2841781) (← links)
- Goodness-of-Fit based on Downsampling with Applications to Linear Drift Diffusions (Q2911667) (← links)
- Parameter estimation for reciprocal gamma Ornstein–Uhlenbeck type processes (Q2922895) (← links)
- Estimation for stochastic differential equations with mixed effects (Q2953444) (← links)
- Student-like models for risky asset with dependence (Q2986696) (← links)
- Statistical Inference for Student Diffusion Process (Q3068099) (← links)
- RISK MANAGEMENT UNDER A FACTOR STOCHASTIC VOLATILITY MODEL (Q3083549) (← links)
- Semiparametric diffusion estimation and application to a stock market index (Q3518390) (← links)
- ERGODICITY, MIXING, AND EXISTENCE OF MOMENTS OF A CLASS OF MARKOV MODELS WITH APPLICATIONS TO GARCH AND ACD MODELS (Q3632419) (← links)
- (Q4558140) (← links)
- A duscrete-time model of high-frequency stock returns (Q4610219) (← links)
- Consistency of a likelihood estimator for stochastic damping Hamiltonian systems. Totally observed data (Q4629948) (← links)
- Multiresolution approximation for volatility processes (Q4646772) (← links)
- Econometric Analysis of Realized Volatility and its Use in Estimating Stochastic Volatility Models (Q4670770) (← links)
- Estimation for discretely observed diffusions using transform functions (Q4822454) (← links)
- On the estimation of non linear functions in stochastic volatility models (Q5079046) (← links)
- A stochastic volatility factor model of heston type. Statistical properties and estimation (Q5085832) (← links)
- SIMULTANEOUS SPECIFICATION TESTING OF MEAN AND VARIANCE STRUCTURES IN NONLINEAR TIME SERIES REGRESSION (Q5199498) (← links)
- Confidence intervals for probability density functions under strong mixing samples (Q5256284) (← links)
- The Pearson Diffusions: A Class of Statistically Tractable Diffusion Processes (Q5324878) (← links)