Pages that link to "Item:Q2574589"

The following pages link to Conditional expansions and their applications. (Q2574589):

Displaying 21 items.

• On drift parameter estimation for mean-reversion type stochastic differential equations with discrete observations (Q307401) (← links)
• Least squares estimators for discretely observed stochastic processes driven by small Lévy noises (Q391568) (← links)
• Least squares estimators for stochastic differential equations driven by small Lévy noises (Q529425) (← links)
• Coefficients of asymptotic expansions of SDE with jumps (Q607565) (← links)
• Least squares estimator for discretely observed Ornstein-Uhlenbeck processes with small Lévy noises (Q731952) (← links)
• An application of the double Edgeworth expansion to a filtering model with Gaussian limit (Q868269) (← links)
• Approximate martingale estimating functions for stochastic differential equations with small noises (Q947158) (← links)
• Statistical inference for stochastic differential equations with small noises (Q1724191) (← links)
• On penalized estimation for dynamical systems with small noise (Q1753155) (← links)
• Hybrid estimators for small diffusion processes based on reduced data (Q1785794) (← links)
• Asymptotic expansion for a Black-Scholes model with small noise stochastic jump-diffusion interest rate (Q2107407) (← links)
• Asymptotic expansion for some local volatility models arising in finance (Q2292052) (← links)
• Asymptotic expansion and estimates of Wiener functionals (Q2685905) (← links)
• Composition with distributions of Wiener-Poisson variables and its asymptotic expansion (Q2883883) (← links)
• Asymptotic Expansion Approach in Finance (Q4560338) (← links)
• Parameter estimation of stochastic differential equation driven by small fractional noise (Q5095847) (← links)
• Pricing Average and Spread Options Under Local-Stochastic Volatility Jump-Diffusion Models (Q5219719) (← links)
• Estimation of intrinsic growth factors in a class of stochastic population model (Q5378410) (← links)
• Parameter estimation for Ornstein-Uhlenbeck driven by Ornstein-Uhlenbeck processes with small Lévy noises (Q6046185) (← links)
• High order asymptotic expansion for Wiener functionals (Q6048984) (← links)
• Adaptive inference for small diffusion processes based on sampled data (Q6169614) (← links)