Pages that link to "Item:Q530941"
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The following pages link to Pseudo-maximum likelihood estimation in two classes of semiparametric diffusion models (Q530941):
Displaying 14 items.
- Asymptotically distribution-free tests for the volatility function of a diffusion (Q473355) (← links)
- Estimation of semiparametric locally stationary diffusion models (Q528037) (← links)
- Testing whether the underlying continuous-time process follows a diffusion: an infinitesimal operator-based approach (Q528171) (← links)
- A martingale approach for testing diffusion models based on infinitesimal operator (Q737898) (← links)
- Semi-nonparametric estimation and misspecification testing of diffusion models (Q738035) (← links)
- Estimation of dynamic models with nonparametric simulated maximum likelihood (Q738137) (← links)
- Variable bandwidth local maximum likelihood type estimation for diffusion processes (Q1711315) (← links)
- Information ratio test for model misspecification on parametric structures in stochastic diffusion models (Q1927178) (← links)
- Semiparametric estimation of dynamic discrete choice models (Q2043233) (← links)
- Diffusion copulas: identification and estimation (Q2658762) (← links)
- ESTIMATION OF STOCHASTIC VOLATILITY MODELS BY NONPARAMETRIC FILTERING (Q2826006) (← links)
- ECONOMETRIC ANALYSIS OF CONTINUOUS TIME MODELS: A SURVEY OF PETER PHILLIPS’S WORK AND SOME NEW RESULTS (Q2878817) (← links)
- Adaptive confidence bands for Markov chains and diffusions: Estimating the invariant measure and the drift (Q2954245) (← links)
- Uniform and \(L_p\) convergences for nonparametric continuous time regressions with semiparametric applications (Q6108335) (← links)
