Pages that link to "Item:Q1298435"

The following pages link to Spectral methods for identifying scalar diffusions (Q1298435):

Displaying 48 items.

• Classical ergodicity and modern portfolio theory (Q268148) (← links)
• An analysis of Hansen-Scheinkman moment estimators for discretely and randomly sampled diffusions (Q292134) (← links)
• Spectral estimation for diffusions with random sampling times (Q311984) (← links)
• Pseudo-maximum likelihood estimation in two classes of semiparametric diffusion models (Q530941) (← links)
• A martingale approach for testing diffusion models based on infinitesimal operator (Q737898) (← links)
• Response and sensitivity using Markov chains (Q781833) (← links)
• Prediction-based estimation for diffusion models with high-frequency data (Q825345) (← links)
• Parametric estimation from approximate data: non-Gaussian diffusions (Q906937) (← links)
• Clustering of discretely observed diffusion processes (Q962291) (← links)
• Nonlinear principal components and long-run implications of multivariate diffusions (Q1043731) (← links)
• Financial options and statistical prediction intervals (Q1431433) (← links)
• Approximating payoffs and pricing formulas (Q1583152) (← links)
• Nonparametric estimation of a scalar diffusion model from discrete time data: a survey (Q1699137) (← links)
• Nonparametric volatility estimation in scalar diffusions: optimality across observation frequencies (Q1708989) (← links)
• Nonparametric estimation of scalar diffusions based on low frequency data (Q1766134) (← links)
• Maximum likelihood estimation of time-inhomogeneous diffusions. (Q1871562) (← links)
• Conservative delta hedging. (Q1884835) (← links)
• Eigenfunction martingale estimating functions and filtered data for drift estimation of discretely observed multiscale diffusions (Q2128080) (← links)
• Contrast estimation for noisy observations of diffusion processes via closed-form density expansions (Q2144195) (← links)
• Nonparametric Gaussian inference for stable processes (Q2330965) (← links)
• A trajectory-free framework for analysing multiscale systems (Q2357652) (← links)
• A selective overview of nonparametric methods in financial econometrics (Q2381754) (← links)
• Parametric inference for discretely observed subordinate diffusions (Q2417988) (← links)
• Editorial: Dynamic factor models (Q2439042) (← links)
• Kernel-based nonlinear canonical analysis and time reversibility (Q2439046) (← links)
• Simple simulation of diffusion bridges with application to likelihood inference for diffusions (Q2448707) (← links)
• Exact asymptotics for estimating the marginal density of discretely observed diffusion proc\-esses (Q2565928) (← links)
• Adaptive estimation of the dynamics of a discrete time stochastic volatility model (Q2630149) (← links)
• Nonlinearity and temporal dependence (Q2630203) (← links)
• Diffusion copulas: identification and estimation (Q2658762) (← links)
• Goodness-of-Fit based on Downsampling with Applications to Linear Drift Diffusions (Q2911667) (← links)
• Adaptive confidence bands for Markov chains and diffusions: Estimating the invariant measure and the drift (Q2954245) (← links)
• ESTIMATING CONTINUOUS-TIME MODELS ON THE BASIS OF DISCRETE DATA VIA AN EXACT DISCRETE ANALOG (Q3181968) (← links)
• Semiparametric diffusion estimation and application to a stock market index (Q3518390) (← links)
• ESTIMATION IN CONTINUOUS-TIME STOCHASTIC VOLATILITY MODELS USING NONLINEAR FILTERS (Q3523558) (← links)
• ARMA representation of integrated and realized variances (Q4458360) (← links)
• Black's Model of Interest Rates as Options, Eigenfunction Expansions and Japanese Interest Rates (Q4464013) (← links)
• BIAS REDUCTION IN NONPARAMETRIC DIFFUSION COEFFICIENT ESTIMATION (Q4561980) (← links)
• THE SPECTRAL DECOMPOSITION OF THE OPTION VALUE (Q4653015) (← links)
• Nonlinear Autocorrelograms: an Application to Inter‐Trade Durations (Q4676999) (← links)
• Eigenfunction Martingale Estimators for Interacting Particle Systems and Their Mean Field Limit (Q5056840) (← links)
• The Pearson Diffusions: A Class of Statistically Tractable Diffusion Processes (Q5324878) (← links)
• Estimation of the Characteristics of the Jumps of a General Poisson-Diffusion Model (Q5899409) (← links)
• Estimation of the Characteristics of the Jumps of a General Poisson-Diffusion Model (Q5899410) (← links)
• Truncated dynamics and estimation of diffusion equations (Q5939357) (← links)
• Factor ARMA representation of a Markov process (Q5941014) (← links)
• Risk‐neutral pricing techniques and examples (Q6054366) (← links)
• Uniform and \(L_p\) convergences for nonparametric continuous time regressions with semiparametric applications (Q6108335) (← links)