Pages that link to "Item:Q1043731"
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The following pages link to Nonlinear principal components and long-run implications of multivariate diffusions (Q1043731):
Displaying 14 items.
- Testing normality: a GMM approach (Q261889) (← links)
- Estimation of partial differential equations with applications in finance (Q295399) (← links)
- Spectral estimation for diffusions with random sampling times (Q311984) (← links)
- Pseudo-maximum likelihood estimation in two classes of semiparametric diffusion models (Q530941) (← links)
- Realized volatility forecasting and market microstructure noise (Q737278) (← links)
- Semi-nonparametric estimation and misspecification testing of diffusion models (Q738035) (← links)
- Twisted probabilities, uncertainty, and prices (Q2305982) (← links)
- Sharp adaptive drift estimation for ergodic diffusions: the multivariate case (Q2348295) (← links)
- Editorial: Dynamic factor models (Q2439042) (← links)
- Nonlinearity and temporal dependence (Q2630203) (← links)
- Diffusion copulas: identification and estimation (Q2658762) (← links)
- ECONOMETRIC ANALYSIS OF CONTINUOUS TIME MODELS: A SURVEY OF PETER PHILLIPS’S WORK AND SOME NEW RESULTS (Q2878817) (← links)
- NONPARAMETRIC EULER EQUATION IDENTIFICATION AND ESTIMATION (Q5012627) (← links)
- A practical guide to compact infinite dimensional parameter spaces (Q5860955) (← links)
