Pages that link to "Item:Q1871562"
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The following pages link to Maximum likelihood estimation of time-inhomogeneous diffusions. (Q1871562):
Displayed 6 items.
- Inference methods for discretely observed continuous-time stochastic volatility models: A commented overview (Q862564) (← links)
- Parametric estimation of discretely sampled Gamma-OU processes (Q867775) (← links)
- A selective overview of nonparametric methods in financial econometrics (Q2381754) (← links)
- Closed-form likelihood expansions for multivariate diffusions (Q2426628) (← links)
- Stochastic Differential Mixed-Effects Models (Q3077782) (← links)
- Transition Density and Simulated Likelihood Estimation for Time-Inhomogeneous Diffusions (Q3590017) (← links)