Pages that link to "Item:Q1578966"

The following pages link to Malliavin calculus, geometric mixing, and expansion of diffusion functionals (Q1578966):

Displaying 25 items.

• Polynomial type large deviation inequalities and quasi-likelihood analysis for stochastic differential equations (Q261826) (← links)
• Invariant density adaptive estimation for ergodic jump-diffusion processes over anisotropic classes (Q830713) (← links)
• Third-order asymptotic expansion of \(M\)-estimators for diffusion processes (Q841023) (← links)
• Ergodicity and exponential \(\beta\)-mixing bounds for multidimensional diffusions with jumps (Q873605) (← links)
• Edgeworth expansion for ergodic diffusions (Q948933) (← links)
• Small time Edgeworth-type expansions for weakly convergent nonhomogeneous Markov chains (Q957725) (← links)
• Asymptotic expansion formulas for functionals of \(\varepsilon\)-Markov processes with a mixing property (Q1768100) (← links)
• Partial mixing and Edgeworth expansion (Q1885365) (← links)
• Adaptive estimation for degenerate diffusion processes (Q2044342) (← links)
• Hawkes process and Edgeworth expansion with application to maximum likelihood estimator (Q2046294) (← links)
• Asymptotic expansion for a Black-Scholes model with small noise stochastic jump-diffusion interest rate (Q2107407) (← links)
• Asymptotic expansion of Skorohod integrals (Q2279312) (← links)
• Asymptotic expansion for some local volatility models arising in finance (Q2292052) (← links)
• Partial quasi-likelihood analysis (Q2329845) (← links)
• Moment estimation for ergodic diffusion processes (Q2469659) (← links)
• Estimation and prediction of a non-constant volatility (Q2471733) (← links)
• Asymptotic expansion for Barndorff-Nielsen and Shephard's stochastic volatility model (Q2485477) (← links)
• Asymptotic expansion and estimates of Wiener functionals (Q2685905) (← links)
• Model Selection for Volatility Prediction (Q2956059) (← links)
• Asymptotic Expansion for Functionals of a Marked Point Process (Q3585249) (← links)
• Inference for Observations of Integrated Diffusion Processes (Q4677104) (← links)
• Estimation of the invariant density for discretely observed diffusion processes: impact of the sampling and of the asynchronicity (Q5880780) (← links)
• Malliavin calculus and martingale expansion (Q5956288) (← links)
• High order asymptotic expansion for Wiener functionals (Q6048984) (← links)
• Edgeworth expansions for volatility models (Q6136793) (← links)