Pages that link to "Item:Q4859495"
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The following pages link to Back to the Future: Generating Moment Implications for Continuous-Time Markov Processes (Q4859495):
Displayed 29 items.
- The role of additional information in option pricing: estimation issues for the state space model (Q604920) (← links)
- Parameter estimation for rough differential equations (Q651024) (← links)
- Maximum likelihood estimation for reflected Ornstein-Uhlenbeck processes (Q710825) (← links)
- Inference methods for discretely observed continuous-time stochastic volatility models: A commented overview (Q862564) (← links)
- Parametric and nonparametric models and methods in financial econometrics (Q975560) (← links)
- Testing diffusion processes for non-stationarity (Q1028540) (← links)
- Nonlinear principal components and long-run implications of multivariate diffusions (Q1043731) (← links)
- Spectral methods for identifying scalar diffusions (Q1298435) (← links)
- Estimating continuous-time stochastic volatility models of the short-term interest rate (Q1362071) (← links)
- Estimation by simulation of monotone dynamical systems (Q1408406) (← links)
- Financial options and statistical prediction intervals (Q1431433) (← links)
- Approximating payoffs and pricing formulas (Q1583152) (← links)
- Estimators of diffusions with randomly spaced discrete observations: a general theory (Q1766133) (← links)
- Financial econometrics: Past developments and future challenges (Q1841086) (← links)
- Estimating stochastic volatility diffusion using conditional moments of integrated volatility (Q1867730) (← links)
- Maximum likelihood estimation of time-inhomogeneous diffusions. (Q1871562) (← links)
- Simulation-based estimation of dynamic models with continuous equilibrium solutions (Q1877831) (← links)
- Conservative delta hedging. (Q1884835) (← links)
- A selective overview of nonparametric methods in financial econometrics (Q2381754) (← links)
- Estimating parameters in diffusion processes using an approximate maximum likelihood approach (Q2480228) (← links)
- Quasi‐maximum likelihood estimation of discretely observed diffusions (Q3018504) (← links)
- Local Linear Estimation of Second-Order Diffusion Models (Q3083789) (← links)
- ESTIMATING CONTINUOUS-TIME MODELS ON THE BASIS OF DISCRETE DATA VIA AN EXACT DISCRETE ANALOG (Q3181968) (← links)
- Semi-Parametric Estimation for Forward–Backward Stochastic Differential Equations (Q3391825) (← links)
- Semiparametric diffusion estimation and application to a stock market index (Q3518390) (← links)
- CHARACTERISTIC FUNCTION–BASED TESTING FOR MULTIFACTOR CONTINUOUS-TIME MARKOV MODELS VIA NONPARAMETRIC REGRESSION (Q3580636) (← links)
- Nonlinear continuous-discrete filtering using kernel density estimatesand functional integrals (Q4409372) (← links)
- ARMA representation of integrated and realized variances (Q4458360) (← links)
- Truncated dynamics and estimation of diffusion equations (Q5939357) (← links)