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 8 items.
- Parameter estimation for Fisher–Snedecor diffusion (Q5402577) (← links)
- Spectral representation of transition density of Fisher–Snedecor diffusion (Q5411909) (← links)
- Pricing of mountain range derivatives under a principal component stochastic volatility model (Q5414524) (← links)
- Penalized Projection Estimator for Volatility Density (Q5430626) (← links)
- Multivariate autoregressive extreme value process and its application for modeling the time series properties of the extreme daily asset prices (Q5739165) (← links)
- Multivariate wavelet density estimation for strong mixing stratified size-biased sample (Q6103269) (← links)
- Parameter estimation for diffusion process from perturbed discrete observations (Q6116461) (← links)
- Some improved results on Berry–Esséen bounds for strong mixing random variables and applications (Q6168298) (← links)