Pages that link to "Item:Q1844181"

The following pages link to The problem of identification in finite parameter continuous time models (Q1844181):

Displaying 33 items.

• Frequency domain estimation of temporally aggregated Gaussian cointegrated systems (Q278231) (← links)
• Explicit form of approximate transition probability density functions of diffusion processes (Q494367) (← links)
• Bias in estimating multivariate and univariate diffusions (Q530603) (← links)
• Extended Yule-Walker identification of VARMA models with single- or mixed-frequency data (Q726604) (← links)
• Regression models with mixed sampling frequencies (Q736674) (← links)
• The construction and estimation of continuous time models and discrete approximations in econometrics (Q1244777) (← links)
• Estimation of continuous and discrete time co-integrated systems with stock and flow variables (Q2046060) (← links)
• Whittle estimation for continuous-time stationary state space models with finite second moments (Q2121445) (← links)
• Spatial long memory (Q2195534) (← links)
• The Jacobian of the exponential function (Q2246606) (← links)
• Continuous time state space modeling of panel data by means of sem (Q2250627) (← links)
• Quasi-maximum likelihood estimation for cointegrated continuous-time linear state space models observed at low frequencies (Q2283575) (← links)
• Closed-form likelihood expansions for multivariate diffusions (Q2426628) (← links)
• Closed-form likelihood expansions for multivariate time-inhomogeneous diffusions (Q2439860) (← links)
• MULTIVARIATE AR SYSTEMS AND MIXED FREQUENCY DATA: G-IDENTIFIABILITY AND ESTIMATION (Q2826003) (← links)
• <i>ECONOMETRIC THEORY</i> MEMORIAL TO ALBERT REX BERGSTROM–INTRODUCTION (Q3181954) (← links)
• ON DISCRETE SAMPLING OF TIME-VARYING CONTINUOUS-TIME SYSTEMS (Q3181958) (← links)
• DISCRETE TIME REPRESENTATIONS OF COINTEGRATED CONTINUOUS TIME MODELS WITH MIXED SAMPLE DATA (Q3181960) (← links)
• REX BERGSTROM’S CONTRIBUTIONS TO CONTINUOUS TIME MACROECONOMETRIC MODELING (Q3181964) (← links)
• ESTIMATING CONTINUOUS-TIME MODELS ON THE BASIS OF DISCRETE DATA VIA AN EXACT DISCRETE ANALOG (Q3181968) (← links)
• ESTIMATION OF DIFFERENTIAL-DIFFERENCE EQUATION SYSTEMS WITH UNKNOWN LAG PARAMETERS (Q3409063) (← links)
• Analyzing reciprocal relationships by means of the continuous‐time autoregressive latent trajectory model (Q3525704) (← links)
• Problems with the estimation of stochastic differential equations using structural equations models (Q3988271) (← links)
• The aliasing‐phenomenon in visual terms (Q4017804) (← links)
• OPTION HEDGING AND IMPLIED VOLATILITIES IN A STOCHASTIC VOLATILITY MODEL (Q4226865) (← links)
• Frequency Domain Estimation of Continuous Time Cointegrated Models with Mixed Frequency and Mixed Sample Data (Q4973948) (← links)
• Cointegrated continuous-time linear state-space and MCARMA models (Q5086527) (← links)
• IDENTIFYING RESTRICTIONS FOR FINITE PARAMETER CONTINUOUS TIME MODELS WITH DISCRETE TIME DATA (Q5349014) (← links)
• Sampling, Embedding and Inference for CARMA Processes (Q5382474) (← links)
• Quasi‐Maximum Likelihood Estimation for a Class of Continuous‐time Long‐memory Processes (Q5467623) (← links)
• A multifactor transformed diffusion model with applications to VIX and VIX futures (Q5860975) (← links)
• In-fill asymptotic theory for structural break point in autoregressions (Q5861036) (← links)
• Quasi-maximum likelihood estimation of multivariate diffusions (Q5881686) (← links)