Pages that link to "Item:Q1290377"

The following pages link to Estimating equations based on eigenfunctions for a discretely observed diffusion process (Q1290377):

Displaying 50 items.

• Langevin diffusions on the torus: estimation and applications (Q122538) (← links)
• Estimating functions for noisy observations of ergodic diffusions (Q265660) (← links)
• Asymptotic properties of Monte Carlo estimators of diffusion processes (Q278039) (← links)
• Closed-form likelihood approximation and estimation of jump-diffusions with an application to the realignment risk of the Chinese yuan (Q289216) (← links)
• Multivariate Jacobi process with application to smooth transitions (Q292036) (← links)
• An analysis of Hansen-Scheinkman moment estimators for discretely and randomly sampled diffusions (Q292134) (← links)
• Maximum-likelihood estimation for diffusion processes via closed-form density expansions (Q366977) (← links)
• A transformation approach to modelling multi-modal diffusions (Q393584) (← links)
• A contrast estimator for completely or partially observed hypoelliptic diffusion (Q432498) (← links)
• Test for parameter change in discretely observed diffusion processes (Q625303) (← links)
• A martingale approach for testing diffusion models based on infinitesimal operator (Q737898) (← links)
• On likelihood estimation for a discretely observed jump process (Q817921) (← links)
• Prediction-based estimation for diffusion models with high-frequency data (Q825345) (← 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)
• Parametric estimation from approximate data: non-Gaussian diffusions (Q906937) (← 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)
• A review of asymptotic theory of estimating functions (Q1656854) (← links)
• Nonparametric estimation of a scalar diffusion model from discrete time data: a survey (Q1699137) (← 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)
• Wavelets-based estimation of nonlinear canonical analysis (Q1933355) (← links)
• Bimodality in gene expression without feedback: from Gaussian white noise to log-normal coloured noise (Q1979564) (← links)
• A ridge estimator of the drift from discrete repeated observations of the solution of a stochastic differential equation (Q1983630) (← links)
• Nonparametric drift estimation for diffusions with jumps driven by a Hawkes process (Q2023465) (← links)
• Closed-form formulas for conditional moments of inhomogeneous Pearson diffusion processes (Q2060664) (← links)
• Maximum likelihood estimation of diffusions by continuous time Markov chain (Q2076164) (← links)
• Eigenfunction martingale estimating functions and filtered data for drift estimation of discretely observed multiscale diffusions (Q2128080) (← links)
• Martingale estimation functions for Bessel processes (Q2144197) (← links)
• Parameter estimation for non-stationary Fisher-Snedecor diffusion (Q2218835) (← links)
• Estimating functions for jump-diffusions (Q2274300) (← links)
• Empirical \(L^2\)-distance test statistics for ergodic diffusions (Q2316339) (← links)
• A Hoeffding's inequality for uniformly ergodic diffusion process (Q2322596) (← links)
• Nonparametric Gaussian inference for stable processes (Q2330965) (← links)
• Estimating functions for SDE driven by stable Lévy processes (Q2337827) (← links)
• A selective overview of nonparametric methods in financial econometrics (Q2381754) (← links)
• Parametric inference for discretely observed subordinate diffusions (Q2417988) (← links)
• Kernel-based nonlinear canonical analysis and time reversibility (Q2439046) (← 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)