Pages that link to "Item:Q1165523"
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The following pages link to Maximum and minimum of one-dimensional diffusions (Q1165523):
Displaying 11 items.
- Asymptotics for recurrent diffusions with application to high frequency regression (Q341886) (← links)
- Information theory for maximum likelihood estimation of diffusion models (Q898589) (← links)
- Extremes of weighted Brownian bridges in increasing dimension (Q907364) (← links)
- On point measures of \(\varepsilon\)-upcrossings for stationary diffusions. (Q1424455) (← links)
- Volatility regressions with fat tails (Q2227065) (← links)
- Heavy-traffic extreme value limits for Erlang delay models (Q2269486) (← links)
- An asymptotic analysis of likelihood-based diffusion model selection using high frequency data (Q2512621) (← links)
- ESTIMATION OF VALUE AT RISK AND RUIN PROBABILITY FOR DIFFUSION PROCESSES WITH JUMPS (Q3393972) (← links)
- UNIFORM CONVERGENCE RATES OF KERNEL-BASED NONPARAMETRIC ESTIMATORS FOR CONTINUOUS TIME DIFFUSION PROCESSES: A DAMPING FUNCTION APPROACH (Q5357391) (← links)
- Maxima of stochastic processes driven by fractional Brownian motion (Q5697200) (← links)
- Sequential detection of common transient signals in high dimensional data stream (Q6051585) (← links)
