Pages that link to "Item:Q1821469"

The following pages link to Quasi-likelihood estimation for semimartingales (Q1821469):

Displaying 37 items.

• A two-stage realized volatility approach to estimation of diffusion processes with discrete data (Q302180) (← links)
• Hypothesis testing for some time-series models: a power comparison (Q449924) (← links)
• On quasi likelihood for semimartingales (Q751137) (← links)
• Conditional least squares estimation in nonstationary nonlinear stochastic regression models (Q847648) (← links)
• Recursive parameter estimation: asymptotic expansion (Q904094) (← links)
• Finite sample optimality of maximum partial likelihood estimation in Cox's model for counting processes (Q909370) (← links)
• Moment based approaches to Value the Risk of contingent claim portfolios (Q1026540) (← links)
• On combining quasi-likelihood estimating functions (Q1098208) (← links)
• A criterion for filtering in semimartingale models (Q1106597) (← links)
• Regularity, partial regularity, partial information process, for a filtered statistical model (Q1123494) (← links)
• Parameter estimation in infinite-dimensional stochastic differential equations (Q1124979) (← links)
• New developments in inference for temporal stochastic processes (Q1200651) (← links)
• Optimal estimation for semimartingale neuronal models (Q1200653) (← links)
• Recursive identification in continuous-time stochastic processes (Q1316601) (← links)
• A note on smoothed estimating functions (Q1335374) (← links)
• A quasi likelihood for integral data on birth and death on flows (Q1343588) (← links)
• On the strong law of large numbers of multivariate martingales with random norming (Q1344958) (← links)
• Optimal estimating functions, quasi-likelihood and statistical modelling (Q1361749) (← links)
• Adaptive estimators for parameters of the autoregression function of a Markov chain (Q1361765) (← links)
• An extension of quasi-likelihood estimation (Q1823581) (← links)
• On asymptotic optimality of estimating functions (Q1907649) (← links)
• Quasi-likelihood models and optimal inference (Q1922414) (← links)
• Estimation of parameters in the \(\mathrm{DDRCINAR}(p)\) model (Q2318633) (← links)
• Information quantities in non-classical settings (Q2365194) (← links)
• Transform martingale estimating functions (Q2466679) (← links)
• Convergence results for multivariate martingales (Q2485840) (← links)
• Quantifying Model Uncertainties in Complex Systems (Q2909986) (← links)
• Estimation of Parameters in the NLAR(p) Model (Q3552841) (← links)
• Recursive parameter estimation for semimartingales (Q3798566) (← links)
• A note on estimating equations for linear parameters in discrete-time stochastic processes (Q3985825) (← links)
• Optimal estimating functions and wedderburn's quasi-likelihood (Q4275831) (← links)
• Uniform Decay and Equicontinuity for Normalized, Parameter Dependent, ITO Integrals (Q4311570) (← links)
• Maximum quasi‐likelihood estimation for the near(2) model (Q4677039) (← links)
• Approximate bayes estimators for stochastic processes (Q4851428) (← links)
• Inference for stochastic neuronal models (Q5899962) (← links)
• Inference for stochastic neuronal models (Q5919264) (← links)
• Online parameter estimation for the McKean-Vlasov stochastic differential equation (Q6115259) (← links)