Pages that link to "Item:Q2480228"
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The following pages link to Estimating parameters in diffusion processes using an approximate maximum likelihood approach (Q2480228):
Displayed 5 items.
- 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)
- Comment: ``The 2005 Neyman lecture: dynamic indeterminism in science'' (Q900485) (← links)
- Efficient computation of the quasi likelihood function for discretely observed diffusion processes (Q1659017) (← links)
- Nonparametric estimation of a scalar diffusion model from discrete time data: a survey (Q1699137) (← links)