Pages that link to "Item:Q278194"

The following pages link to Saddlepoint approximations for continuous-time Markov processes (Q278194):

Displaying 28 items.

• Order estimates for the exact Lugannani-Rice expansion (Q263055) (← links)
• Closed-form likelihood approximation and estimation of jump-diffusions with an application to the realignment risk of the Chinese yuan (Q289216) (← links)
• Estimating jump-diffusions using closed-form likelihood expansions (Q311641) (← links)
• Maximum-likelihood estimation for diffusion processes via closed-form density expansions (Q366977) (← links)
• Maximum likelihood estimation of partially observed diffusion models (Q469573) (← links)
• Bias in the estimation of the mean reversion parameter in continuous time models (Q527981) (← links)
• Bias in estimating multivariate and univariate diffusions (Q530603) (← links)
• Approximation of transition densities of stochastic differential equations by saddlepoint methods applied to small-time Ito-Taylor sample-path expansions (Q746199) (← links)
• Saddlepoint approximations of the distribution of the person parameter in the two parameter logistic model (Q888022) (← links)
• Recombined multinomial tree based on saddle-point approximation and its application to Lévy models options pricing (Q1624661) (← links)
• Efficient computation of the quasi likelihood function for discretely observed diffusion processes (Q1659017) (← links)
• A new delta expansion for multivariate diffusions via the Itô-Taylor expansion (Q1740295) (← links)
• Efficient estimation and filtering for multivariate jump-diffusions (Q2024483) (← links)
• Joint estimation for volatility and drift parameters of ergodic jump diffusion processes via contrast function (Q2040941) (← links)
• A copula-based approximation to Markov chains (Q2115302) (← links)
• Saddlepoint approximation for the generalized inverse Gaussian Lévy process (Q2141580) (← links)
• The empirical saddlepoint estimator (Q2154965) (← links)
• Saddlepoint approximations for affine jump-diffusion models (Q2271604) (← links)
• Simulated likelihood estimators for discretely observed jump-diffusions (Q2280574) (← links)
• Saddlepoint approximations for short and long memory time series: a frequency domain approach (Q2280588) (← links)
• Parameter estimation for multivariate diffusion systems (Q2359498) (← links)
• Density approximations for multivariate affine jump-diffusion processes (Q2442452) (← links)
• The delta expansion for the transition density of diffusion models (Q2512632) (← links)
• The continuous-time limit of score-driven volatility models (Q2658765) (← links)
• Risk adjustments of option prices under time-changed dynamics (Q2879017) (← links)
• Asymptotic formulae for implied volatility in the Heston model (Q2997309) (← links)
• Simulation-Based Estimation Methods for Financial Time Series Models (Q3112468) (← links)
• Parameter estimation for discretely observed linear birth‐and‐death processes (Q6047802) (← links)