Pages that link to "Item:Q904080"
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The following pages link to Contrast-based information criterion for ergodic diffusion processes from discrete observations (Q904080):
Displaying 24 items.
- Convergence of Gaussian quasi-likelihood random fields for ergodic Lévy driven SDE observed at high frequency (Q367001) (← links)
- Adaptive Bayes type estimators of ergodic diffusion processes from discrete observations (Q398577) (← links)
- Adaptive estimation of an ergodic diffusion process based on sampled data (Q436297) (← links)
- AIC type statistics for discretely observed ergodic diffusion processes (Q466057) (← links)
- Parametric estimation for a parabolic linear SPDE model based on discrete observations (Q826976) (← links)
- Hybrid estimators for stochastic differential equations from reduced data (Q1656855) (← links)
- Parametric inference for nonsynchronously observed diffusion processes in the presence of market microstructure noise (Q1750086) (← links)
- Hybrid estimators for small diffusion processes based on reduced data (Q1785794) (← links)
- Hybrid estimation for ergodic diffusion processes based on noisy discrete observations (Q1984651) (← links)
- Adaptive estimation for degenerate diffusion processes (Q2044342) (← links)
- Quasi-likelihood analysis and Bayes-type estimators of an ergodic diffusion plus noise (Q2046480) (← links)
- Quasi-likelihood analysis and its applications (Q2137733) (← links)
- Regularized bridge-type estimation with multiple penalties (Q2230875) (← links)
- Adaptive test for ergodic diffusions plus noise (Q2317323) (← links)
- Partial quasi-likelihood analysis (Q2329845) (← links)
- Data driven time scale in Gaussian quasi-likelihood inference (Q2330960) (← links)
- Hybrid multi-step estimators for stochastic differential equations based on sampled data (Q2350913) (← links)
- Quasi likelihood analysis of volatility and nondegeneracy of statistical random field (Q2447656) (← links)
- Adaptive test statistics for ergodic diffusion processes sampled at discrete times (Q2453614) (← links)
- Model Selection for Volatility Prediction (Q2956059) (← links)
- (Q5011285) (← links)
- VOLATILITY DERIVATIVES AND MODEL-FREE IMPLIED LEVERAGE (Q5411986) (← links)
- (Q5879927) (← links)
- Gaussian quasi-information criteria for ergodic Lévy driven SDE (Q6138755) (← links)
