Pages that link to "Item:Q1965895"
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The following pages link to Estimation of parameters of linear homogeneous stochastic differential equations (Q1965895):
Displayed 5 items.
- Estimating stochastic dynamical systems driven by a continuous-time jump Markov process (Q861540) (← links)
- On sequential estimation of parameters in semimartingale regression models with continuous time parameter. (Q1848915) (← links)
- Optimal contingent claims. (Q1872450) (← links)
- Uniform law of large numbers and consistency of estimators for Harris diffusions (Q2573258) (← links)
- ON ESTIMATION OF THE LINEARIZED DRIFT FOR NONLINEAR STOCHASTIC DIFFERENTIAL EQUATIONS (Q4460412) (← links)