Pages that link to "Item:Q2463649"

The following pages link to Moment equations and Hermite expansion for nonlinear stochastic differential equations with application to stock price models (Q2463649):

Displayed 7 items.

• Continuous-discrete state-space modeling of panel data with nonlinear filter algorithms (Q413962) ‎ (← links)
• Generalized Gauss-Hermite filtering (Q2006840) ‎ (← links)
• Contrast estimation for noisy observations of diffusion processes via closed-form density expansions (Q2144195) ‎ (← links)
• Fast continuous-discrete DAF-filters (Q2930879) ‎ (← links)
• Nonlinear continuous time modeling approaches in panel research (Q3525702) ‎ (← links)
• Lévy walk with parameter dependent velocity: Hermite polynomial approach and numerical simulation (Q5060410) ‎ (← links)
• Maximum Likelihood Estimation of Discretely Sampled Diffusions: A Closed-form Approximation Approach (Q5474965) ‎ (← links)