Pages that link to "Item:Q5475062"

The following pages link to Estimation of Continuous-Time Markov Processes Sampled at Random Time Intervals (Q5475062):

Displaying 36 items.

• MIDAS Regressions: Further Results and New Directions (Q130725) (← links)
• A simple approach to the parametric estimation of potentially nonstationary diffusions (Q276917) (← links)
• Closed-form likelihood approximation and estimation of jump-diffusions with an application to the realignment risk of the Chinese yuan (Q289216) (← links)
• An analysis of Hansen-Scheinkman moment estimators for discretely and randomly sampled diffusions (Q292134) (← links)
• Filtering with marked point process observations via Poisson chaos expansion (Q360366) (← links)
• Causality effects in return volatility measures with random times (Q737283) (← links)
• Parametric and nonparametric models and methods in financial econometrics (Q975560) (← links)
• Spectral methods for identifying scalar diffusions (Q1298435) (← links)
• On the biological foundation of risk preferences (Q1676472) (← links)
• Irregular sampling and central limit theorems for power variations: the continuous case (Q1944677) (← links)
• Generalized moment estimators for \(\alpha\)-stable Ornstein-Uhlenbeck motions from discrete observations (Q1984645) (← links)
• Efficient estimation and filtering for multivariate jump-diffusions (Q2024483) (← links)
• Random discretization of stationary continuous time processes (Q2036302) (← links)
• A survey of parameter and state estimation in queues (Q2052430) (← links)
• Moment estimation for parameters in high-order uncertain differential equations (Q2161891) (← links)
• Parametric inference for diffusions observed at stopping times (Q2188470) (← links)
• Estimating the input of a Lévy-driven queue by Poisson sampling of the workload process (Q2325391) (← links)
• Temporal aggregation of volatility models (Q2439047) (← links)
• Efficient importance sampling maximum likelihood estimation of stochastic differential equations (Q2445730) (← links)
• Volatility inference in the presence of both endogenous time and microstructure noise (Q2447650) (← links)
• Estimating parameters in diffusion processes using an approximate maximum likelihood approach (Q2480228) (← links)
• Nonlinearity and temporal dependence (Q2630203) (← links)
• The continuous-time limit of score-driven volatility models (Q2658765) (← links)
• Estimation of endogenously sampled time series: the case of commodity price speculation in the steel market (Q2658782) (← links)
• Asymptotic Inference for Jump Diffusions with State-Dependent Intensity (Q2815596) (← links)
• Estimating the Constant Elasticity of Variance Model with Data-Driven Markov Chain Monte Carlo Methods (Q2973368) (← links)
• ESTIMATING CONTINUOUS-TIME MODELS ON THE BASIS OF DISCRETE DATA VIA AN EXACT DISCRETE ANALOG (Q3181968) (← links)
• REALIZED VOLATILITY WHEN SAMPLING TIMES ARE POSSIBLY ENDOGENOUS (Q3191831) (← links)
• Bayesian Inference via Filtering Equations for Ultrahigh Frequency Data (I): Model and Estimation (Q4636365) (← links)
• Estimation of the integrated volatility using noisy high-frequency data with jumps and endogeneity (Q4638722) (← links)
• Data-Driven Pricing for a New Product (Q5080649) (← links)
• Mean-Variance Portfolio Selection for Partially Observed Point Processes (Q5136123) (← links)
• A new estimating function for discretely sampled diffusions (Q5430546) (← links)
• HEDGING WITH ENERGY (Q5455260) (← links)
• ON THE CONSISTENCY OF THE LEAST SQUARES ESTIMATOR IN MODELS SAMPLED AT RANDOM TIMES DRIVEN BY LONG MEMORY NOISE: THE RENEWAL CASE (Q6039855) (← links)
• Le Cam-Stratonovich-Boole theory for Itô diffusions (Q6112114) (← links)