Pages that link to "Item:Q2886970"
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The following pages link to NONPARAMETRIC ESTIMATION OF SECOND-ORDER STOCHASTIC DIFFERENTIAL EQUATIONS (Q2886970):
Displaying 19 items.
- Local linear estimator for stochastic differential equations driven by \(\alpha\)-stable Lévy motions (Q476746) (← links)
- Modeling financial time series through second-order stochastic differential equations (Q952860) (← links)
- A test for a parametric form of the volatility in second-order diffusion models (Q1695433) (← links)
- Estimation for a second-order jump diffusion model from discrete observations: application to stock market returns (Q1727323) (← links)
- Re-weighted functional estimation of second-order diffusion processes (Q1928377) (← links)
- Variance reduction estimation for return models with jumps using gamma asymmetric kernels (Q2697059) (← links)
- Local Linear Estimation of Second-Order Diffusion Models (Q3083789) (← links)
- Bias Correction Estimation for a Continuous‐Time Asset Return Model with Jumps (Q3120661) (← links)
- Local Linear Estimation of Second-order Jump-diffusion Model (Q3458130) (← links)
- Adaptive nonparametric drift estimation of an integrated jump diffusion process (Q4615437) (← links)
- Consistency of a likelihood estimator for stochastic damping Hamiltonian systems. Totally observed data (Q4629948) (← links)
- Double-smoothed drift estimation of jump-diffusion model (Q4976281) (← links)
- Variance reduction approach for the volatility over a finite-time horizon (Q5079915) (← links)
- Non parametric bias reduction of diffusion coefficient in integrated diffusion processes (Q5096017) (← links)
- Non Parametric Estimation of Second-Order Diffusion Equation by Using Asymmetric Kernels (Q5265876) (← links)
- Moment inequalities for mixing long-span high-frequency data and strongly consistent estimation of OU integrated diffusion process (Q6498642) (← links)
- Strong consistency of nonparametric kernel estimators for integrated diffusion process (Q6541114) (← links)
- Non parametric estimation of transition density for second-order diffusion processes (Q6579752) (← links)
- Strong consistency of parameter estimation for the CIR integrated diffusion process with long-span high-frequency data (Q6641323) (← links)
