Pages that link to "Item:Q4569588"
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The following pages link to ON THE FUNCTIONAL ESTIMATION OF MULTIVARIATE DIFFUSION PROCESSES (Q4569588):
Displayed 14 items.
- A simple approach to the parametric estimation of potentially nonstationary diffusions (Q276917) (← links)
- Estimation of partial differential equations with applications in finance (Q295399) (← links)
- Stationarity-based specification tests for diffusions when the process is nonstationary (Q528006) (← links)
- Testing whether the underlying continuous-time process follows a diffusion: an infinitesimal operator-based approach (Q528171) (← links)
- The normal approximation rate for the drift estimator of multidimensional diffusions (Q625296) (← links)
- Asymptotic statistical equivalence for ergodic diffusions: the multidimensional case (Q866947) (← links)
- Reweighted Nadaraya-Watson estimation of jump-diffusion models (Q1934471) (← links)
- Asymptotic normality of convoluted smoothed kernel estimation for scalar diffusion model (Q2176391) (← links)
- Nonparametric Gaussian inference for stable processes (Q2330965) (← links)
- Sharp adaptive drift estimation for ergodic diffusions: the multivariate case (Q2348295) (← links)
- NONPARAMETRIC STOCHASTIC VOLATILITY (Q4554602) (← links)
- Learning interacting particle systems: Diffusion parameter estimation for aggregation equations (Q4630566) (← links)
- NONPARAMETRIC DENSITY ESTIMATION BY B-SPLINE DUALITY (Q5221310) (← links)
- Uniform and \(L_p\) convergences for nonparametric continuous time regressions with semiparametric applications (Q6108335) (← links)