Pages that link to "Item:Q1766133"

The following pages link to Estimators of diffusions with randomly spaced discrete observations: a general theory (Q1766133):

Displaying 30 items.

• An analysis of Hansen-Scheinkman moment estimators for discretely and randomly sampled diffusions (Q292134) (← links)
• Parameter estimation and bias correction for diffusion processes (Q302098) (← links)
• Estimating jump-diffusions using closed-form likelihood expansions (Q311641) (← links)
• Spectral estimation for diffusions with random sampling times (Q311984) (← links)
• Maximum-likelihood estimation for diffusion processes via closed-form density expansions (Q366977) (← links)
• Nonparametric inference on Lévy measures and copulas (Q366990) (← links)
• On the approximate maximum likelihood estimation for diffusion processes (Q449968) (← links)
• On local linear approximations to diffusion processes (Q642240) (← links)
• Filtering of the Markov jump process given the observations of multivariate point process (Q747324) (← links)
• Sharp adaptive estimation of the drift function for ergodic diffusions (Q817979) (← links)
• Nonparametric adaptive estimation for integrated diffusions (Q1009666) (← links)
• Estimating the integrated volatility using high-frequency data with zero durations (Q1745612) (← links)
• Approximate maximum likelihood estimation of a threshold diffusion process (Q2008117) (← links)
• Parametric inference for diffusions observed at stopping times (Q2188470) (← links)
• Realized Laplace transforms for pure jump semimartingales with presence of microstructure noise (Q2318293) (← links)
• A selective overview of nonparametric methods in financial econometrics (Q2381754) (← links)
• Parameter estimation of Ornstein-Uhlenbeck process generating a stochastic graph (Q2412763) (← links)
• Jarque-Bera normality test for the driving Lévy process of a discretely observed univariate SDE (Q2430997) (← links)
• Nonparametric Estimation of Volatility Function with Variable Bandwidth Parameter (Q2873949) (← links)
• Quantifying Model Uncertainties in Complex Systems (Q2909986) (← links)
• ESTIMATING VOLATILITY FUNCTIONALS WITH MULTIPLE TRANSACTIONS (Q2986522) (← links)
• Strong Consistency of the Bayesian Estimator for the Ornstein–Uhlenbeck Process (Q4561944) (← links)
• Learning interacting particle systems: Diffusion parameter estimation for aggregation equations (Q4630566) (← links)
• VOLATILITY AND COVARIATION ESTIMATION WHEN MICROSTRUCTURE NOISE AND TRADING TIMES ARE ENDOGENOUS (Q4906543) (← links)
• ESTIMATION OF VOLATILITY FUNCTIONS IN JUMP DIFFUSIONS USING TRUNCATED BIPOWER INCREMENTS (Q5012629) (← links)
• Estimating a class of diffusions from discrete observations via approximate maximum likelihood method (Q5147562) (← links)
• On statistical indistinguishability of complete and incomplete discrete time market models (Q6089405) (← links)
• Le Cam-Stratonovich-Boole theory for Itô diffusions (Q6112114) (← links)
• Optimal covariance matrix estimation for high-dimensional noise in high-frequency data (Q6150511) (← links)
• Inheritance of strong mixing and weak dependence under renewal sampling (Q6159621) (← links)