Pages that link to "Item:Q530603"
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The following pages link to Bias in estimating multivariate and univariate diffusions (Q530603):
Displaying 11 items.
- Least squares estimation for the drift parameters in the sub-fractional Vasicek processes (Q1643803) (← links)
- Transient dynamics of Pearson diffusions facilitates estimation of rate parameters (Q2207721) (← links)
- Indirect inference in fractional short-term interest rate diffusions (Q2227436) (← links)
- Estimating dynamic equilibrium models using mixed frequency macro and financial data (Q2630354) (← links)
- Modeling and forecasting realized volatility with the fractional Ornstein-Uhlenbeck process (Q2682955) (← links)
- ECONOMETRIC ANALYSIS OF CONTINUOUS TIME MODELS: A SURVEY OF PETER PHILLIPS’S WORK AND SOME NEW RESULTS (Q2878817) (← links)
- ADAPTIVE LASSO-TYPE ESTIMATION FOR MULTIVARIATE DIFFUSION PROCESSES (Q2909250) (← links)
- Mixed First‐ and Second‐Order Cointegrated Continuous Time Models with Mixed Stock and Flow Data (Q5111844) (← links)
- Further Results on Pseudo‐Maximum Likelihood Estimation and Testing in the Constant Elasticity of Variance Continuous Time Model (Q5111850) (← links)
- Robust estimation of stationary continuous‐time arma models via indirect inference (Q5135315) (← links)
- A first order continuous time <scp>VAR</scp> with random coefficients (Q6148343) (← links)
