Pages that link to "Item:Q1290377"
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The following pages link to Estimating equations based on eigenfunctions for a discretely observed diffusion process (Q1290377):
Displayed 27 items.
- On likelihood estimation for a discretely observed jump process (Q817921) (← links)
- Parametric inference for discretely observed non-ergodic diffusions (Q850751) (← links)
- Inference methods for discretely observed continuous-time stochastic volatility models: A commented overview (Q862564) (← links)
- Bayesian inference for functional response in a stochastic predator-prey system (Q932027) (← links)
- Approximate martingale estimating functions for stochastic differential equations with small noises (Q947158) (← links)
- Clustering of discretely observed diffusion processes (Q962291) (← links)
- Parametric and nonparametric models and methods in financial econometrics (Q975560) (← links)
- Estimation of agent-based models: The case of an asymmetric herding model (Q1020510) (← links)
- Statistical inference for reciprocal gamma diffusion process (Q1036702) (← links)
- Nonlinear principal components and long-run implications of multivariate diffusions (Q1043731) (← links)
- Efficient estimators for functionals of Markov chains with parametric marginals. (Q1427720) (← links)
- Financial options and statistical prediction intervals (Q1431433) (← links)
- Nonparametric estimation of scalar diffusions based on low frequency data (Q1766134) (← links)
- Parameter estimation in a stochastic model of the tubuloglomerular feedback mechanism in a rat nephron (Q1781623) (← links)
- Conservative delta hedging. (Q1884835) (← links)
- A selective overview of nonparametric methods in financial econometrics (Q2381754) (← links)
- Penalized nonparametric mean square estimation of the coefficients of diffusion processes (Q2465276) (← links)
- A result on the first-passage time of an Ornstein-Uhlenbeck process (Q2471253) (← links)
- Estimating parameters in diffusion processes using an approximate maximum likelihood approach (Q2480228) (← links)
- High frequency asymptotics for wavelet-based tests for Gaussianity and isotropy on the torus (Q2482620) (← links)
- Exact asymptotics for estimating the marginal density of discretely observed diffusion proc\-esses (Q2565928) (← links)
- Semiparametric diffusion estimation and application to a stock market index (Q3518390) (← links)
- Estimation for discretely observed diffusions using transform functions (Q4822454) (← links)
- The Pearson Diffusions: A Class of Statistically Tractable Diffusion Processes (Q5324878) (← links)
- DIFFUSION MODELS FOR EXCHANGE RATES IN A TARGET ZONE (Q5422634) (← links)
- HEDGING WITH ENERGY (Q5455260) (← links)
- Continuous Time Wishart Process for Stochastic Risk (Q5485103) (← links)