Pages that link to "Item:Q2426628"
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The following pages link to Closed-form likelihood expansions for multivariate diffusions (Q2426628):
Displaying 50 items.
- On the exact and \(\varepsilon\)-strong simulation of (jump) diffusions (Q265272) (← links)
- Parameter estimation and bias correction for diffusion processes (Q302098) (← links)
- Estimating jump-diffusions using closed-form likelihood expansions (Q311641) (← links)
- Maximum-likelihood estimation for diffusion processes via closed-form density expansions (Q366977) (← links)
- Continuous-discrete state-space modeling of panel data with nonlinear filter algorithms (Q413962) (← links)
- Small-time expansions of the distributions, densities, and option prices of stochastic volatility models with Lévy jumps (Q424503) (← links)
- On the approximate maximum likelihood estimation for diffusion processes (Q449968) (← links)
- Hermite polynomial based expansion of European option prices (Q469560) (← links)
- Maximum likelihood estimation of partially observed diffusion models (Q469573) (← links)
- Adaptive dynamic Nelson-Siegel term structure model with applications (Q469578) (← links)
- Explicit form of approximate transition probability density functions of diffusion processes (Q494367) (← links)
- A quasi-maximum likelihood method for estimating the parameters of multivariate diffusions (Q528126) (← links)
- Testing whether the underlying continuous-time process follows a diffusion: an infinitesimal operator-based approach (Q528171) (← links)
- Bias in estimating multivariate and univariate diffusions (Q530603) (← links)
- Modelling particles moving in a potential field with pairwise interactions and an application (Q642208) (← links)
- Estimation of 1-dimensional nonlinear stochastic differential equations based on higher-order partial differential equation numerical scheme and its application (Q721469) (← links)
- Fitting nonlinear ordinary differential equation models with random effects and unknown initial conditions using the stochastic approximation expectation-maximization (SAEM) algorithm (Q736434) (← links)
- A martingale approach for testing diffusion models based on infinitesimal operator (Q737898) (← links)
- Estimation of dynamic models with nonparametric simulated maximum likelihood (Q738137) (← links)
- Bayesian diffusion process models with time-varying parameters (Q744748) (← links)
- Approximation of transition densities of stochastic differential equations by saddlepoint methods applied to small-time Ito-Taylor sample-path expansions (Q746199) (← links)
- A regularized bridge sampler for sparsely sampled diffusions (Q746239) (← links)
- Realised volatility and parametric estimation of Heston SDEs (Q784737) (← links)
- Efficient inference for stochastic differential equation mixed-effects models using correlated particle pseudo-marginal algorithms (Q830475) (← links)
- A damped diffusion framework for financial modeling and closed-form maximum likelihood estimation (Q846506) (← links)
- Globally optimal parameter estimates for nonlinear diffusions (Q847635) (← links)
- Asymptotic statistical equivalence for ergodic diffusions: the multidimensional case (Q866947) (← links)
- Variation-based tests for volatility misspecification (Q898596) (← links)
- Practical estimation of high dimensional stochastic differential mixed-effects models (Q901512) (← links)
- Bayesian analysis of ambulatory blood pressure dynamics with application to irregularly spaced sparse data (Q902935) (← links)
- Contrast-based information criterion for ergodic diffusion processes from discrete observations (Q904080) (← links)
- A Bayesian regression model for multivariate functional data (Q961857) (← links)
- Importance sampling for Kolmogorov backward equations (Q1621680) (← links)
- Parameter estimation for a type of nonlinear stochastic models observed with error (Q1623657) (← links)
- A penalized simulated maximum likelihood approach in parameter estimation for stochastic differential equations (Q1623807) (← links)
- Modeling microstructure price dynamics with symmetric Hawkes and diffusion model using ultra-high-frequency stock data (Q1655591) (← links)
- Bayesian inference of selection in the Wright-Fisher diffusion model (Q1672824) (← links)
- From bond yield to macroeconomic instability: a parsimonious affine model (Q1683157) (← links)
- Improved bridge constructs for stochastic differential equations (Q1703803) (← links)
- A new delta expansion for multivariate diffusions via the Itô-Taylor expansion (Q1740295) (← links)
- Filtered likelihood for point processes (Q1745614) (← links)
- A closed-form expansion approach for pricing discretely monitored variance swaps (Q1785402) (← links)
- Fitting general stochastic volatility models using Laplace accelerated sequential importance sampling (Q1927096) (← links)
- Parameter estimation and model testing for Markov processes via conditional characteristic functions (Q1940757) (← links)
- Particle-based likelihood inference in partially observed diffusion processes using generalised Poisson estimators (Q1952219) (← links)
- Optimal control for estimation in partially observed elliptic and hypoelliptic linear stochastic differential equations (Q1984647) (← links)
- Approximate maximum likelihood estimation of a threshold diffusion process (Q2008117) (← links)
- Understanding delta-hedged option returns in stochastic volatility environments (Q2013296) (← links)
- Efficient estimation and filtering for multivariate jump-diffusions (Q2024483) (← links)
- Maximum likelihood estimation of diffusions by continuous time Markov chain (Q2076164) (← links)
