Pages that link to "Item:Q276917"
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The following pages link to A simple approach to the parametric estimation of potentially nonstationary diffusions (Q276917):
Displaying 13 items.
- Estimation of partial differential equations with applications in finance (Q295399) (← links)
- A two-stage realized volatility approach to estimation of diffusion processes with discrete data (Q302180) (← links)
- A specification test for nonlinear nonstationary models (Q447823) (← links)
- Local linear estimator for stochastic differential equations driven by \(\alpha\)-stable Lévy motions (Q476746) (← links)
- Bias in the estimation of the mean reversion parameter in continuous time models (Q527981) (← links)
- Efficient minimum distance estimation with multiple rates of convergence (Q528052) (← links)
- Pseudo-maximum likelihood estimation in two classes of semiparametric diffusion models (Q530941) (← links)
- A martingale approach for testing diffusion models based on infinitesimal operator (Q737898) (← links)
- Semi-nonparametric estimation and misspecification testing of diffusion models (Q738035) (← links)
- Diffusion copulas: identification and estimation (Q2658762) (← links)
- ESTIMATION OF STOCHASTIC VOLATILITY MODELS BY NONPARAMETRIC FILTERING (Q2826006) (← links)
- ECONOMETRIC ANALYSIS OF CONTINUOUS TIME MODELS: A SURVEY OF PETER PHILLIPS’S WORK AND SOME NEW RESULTS (Q2878817) (← links)
- A smoothed \(p\)-value test when there is a nuisance parameter under the alternative (Q6076573) (← links)
