The following pages link to YUIMA (Q23344):
Displaying 44 items.
- Estimating reducible stochastic differential equations by conversion to a least-squares problem (Q159694) (← links)
- Representation of stationary and stationary increment processes via Langevin equation and self-similar processes (Q286454) (← links)
- Assessing relative volatility/ intermittency/energy dissipation (Q470490) (← links)
- Parameter estimation based on discrete observations of fractional Ornstein-Uhlenbeck process of the second kind (Q500864) (← links)
- Two-step estimation of ergodic Lévy driven SDE (Q523453) (← links)
- Least squares estimators for stochastic differential equations driven by small Lévy noises (Q529425) (← links)
- Consistency of the drift parameter estimator for the discretized fractional Ornstein-Uhlenbeck process with Hurst index \(H\in(0,\frac{1}{2})\) (Q887245) (← links)
- Implementation of Lévy CARMA model in \texttt{yuima} package (Q906147) (← links)
- Least squares estimator of fractional Ornstein-Uhlenbeck processes with periodic mean (Q1674053) (← links)
- Maximum likelihood estimators of a long-memory process from discrete observations (Q1712209) (← links)
- Unifying relationships between complexity and stability in mutualistic ecological communities (Q1752519) (← links)
- Hybrid estimators for small diffusion processes based on reduced data (Q1785794) (← links)
- Parameter estimation for the discretely observed vasicek model with small fractional Lévy noise (Q1987558) (← links)
- Estimation of all parameters in the fractional Ornstein-Uhlenbeck model under discrete observations (Q2046296) (← links)
- Least squares estimator of fractional Ornstein-Uhlenbeck processes with periodic mean for general Hurst parameter (Q2066524) (← links)
- Parameter estimation for discretized geometric fractional Brownian motions with applications in Chinese financial markets (Q2110494) (← links)
- Noise inference for ergodic Lévy driven SDE (Q2137798) (← links)
- Semi-Lévy driven continuous-time GARCH process (Q2141451) (← links)
- A comparison of maximum likelihood and absolute moments for the estimation of Hurst exponents in a stationary framework (Q2160923) (← links)
- Least squares estimator of Ornstein-Uhlenbeck processes driven by fractional Lévy processes with periodic mean (Q2175480) (← links)
- Time-changed fractional Ornstein-Uhlenbeck process (Q2197307) (← links)
- Statistical inference for misspecified ergodic Lévy driven stochastic differential equation models (Q2274269) (← links)
- LAN property for stochastic differential equations with additive fractional noise and continuous time observation (Q2274285) (← links)
- Optimal rates for parameter estimation of stationary Gaussian processes (Q2274291) (← links)
- Estimation of the lead-lag parameter between two stochastic processes driven by fractional Brownian motions (Q2330958) (← links)
- Data driven time scale in Gaussian quasi-likelihood inference (Q2330960) (← links)
- Lévy CARMA models for shocks in mortality (Q2331010) (← links)
- Least squares estimator for Ornstein-Uhlenbeck processes driven by fractional Lévy processes from discrete observations (Q2338242) (← links)
- Hybrid multi-step estimators for stochastic differential equations based on sampled data (Q2350913) (← links)
- Asymptotically efficient estimators for self-similar stationary Gaussian noises under high frequency observations (Q2419663) (← links)
- An analysis of approximation algorithms for iterated stochastic integrals and a Julia and \textsc{Matlab} simulation toolbox (Q2700009) (← links)
- Simulation and Inference for Stochastic Processes with YUIMA (Q3174849) (← links)
- (Q3295379) (← links)
- Volatility is rough (Q4554473) (← links)
- Implicit expectiles and measures of implied volatility (Q4619525) (← links)
- Updating Wilkie’s Economic Scenario Generator for U.S. Applications (Q4634004) (← links)
- Discrete‐Time Approximation of a Cogarch(<i>p</i>,<i>q</i>) Model and its Estimation (Q4684340) (← links)
- Finite Mixture Approximation of CARMA(p,q) Models (Q5013835) (← links)
- Least-squares estimation for the Vasicek model driven by the complex fractional Brownian motion (Q5080070) (← links)
- Central limit theorems and minimum-contrast estimators for linear stochastic evolution equations (Q5087044) (← links)
- A space-consistent version of the minimum-contrast estimator for linear stochastic evolution equations (Q5114816) (← links)
- Analysis and Data-Based Reconstruction of Complex Nonlinear Dynamical Systems (Q5222841) (← links)
- Berry--Esseen Bounds and ASCLTs for Drift Parameter Estimator of Mixed Fractional Ornstein--Uhlenbeck Process with Discrete Observations (Q5240317) (← links)
- Berry-Ess\'een bounds for parameter estimation of general Gaussian processes (Q5742622) (← links)
