Pages that link to "Item:Q528126"
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The following pages link to A quasi-maximum likelihood method for estimating the parameters of multivariate diffusions (Q528126):
Displaying 5 items.
- Maximum likelihood estimation of partially observed diffusion models (Q469573) (← links)
- Least-squares estimation for the subcritical Heston model based on continuous-time observations (Q2322027) (← links)
- Asymptotic properties of maximum-likelihood estimators for Heston models based on continuous time observations (Q5739671) (← links)
- Posterior inference on parameters of stochastic differential equations via non-linear Gaussian filtering and adaptive MCMC (Q5962749) (← links)
- Maximum likelihood estimation of latent Markov models using closed-form approximations (Q6199638) (← links)