Pages that link to "Item:Q4455910"
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The following pages link to Computational Aspects Related to Martingale Estimating Functions for a Discretely Observed Diffusion (Q4455910):
Displayed 9 items.
- Inference methods for discretely observed continuous-time stochastic volatility models: A commented overview (Q862564) (← links)
- Comment: ``The 2005 Neyman lecture: dynamic indeterminism in science'' (Q900485) (← links)
- Bayesian inference for functional response in a stochastic predator-prey system (Q932027) (← links)
- Monte Carlo maximum likelihood estimation for discretely observed diffusion processes (Q1002156) (← links)
- Information ratio test for model misspecification on parametric structures in stochastic diffusion models (Q1927178) (← links)
- Parameter estimation for non-stationary Fisher-Snedecor diffusion (Q2218835) (← links)
- Joint analysis and estimation of stock prices and trading volume in Barndorff-Nielsen and Shephard stochastic volatility models (Q3019508) (← links)
- Exact and Computationally Efficient Likelihood-Based Estimation for Discretely Observed Diffusion Processes (with Discussion) (Q3408539) (← links)
- Approximate minimum Hellinger distance estimation for diffusion processes using Euler's scheme (Q6137819) (← links)