Pages that link to "Item:Q1903603"
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The following pages link to Martingale estimation functions for discretely observed diffusion processes (Q1903603):
Displayed 50 items.
- Estimating functions for noisy observations of ergodic diffusions (Q265660) (← links)
- Asymptotic properties of Monte Carlo estimators of diffusion processes (Q278039) (← links)
- Estimation of partial differential equations with applications in finance (Q295399) (← links)
- Parameter estimation and bias correction for diffusion processes (Q302098) (← links)
- Estimation for stochastic damping Hamiltonian systems under partial observation. III: Diffusion term (Q303958) (← links)
- Hypotheses testing about the drift parameter in linear stochastic differential equation driven by stable processes (Q333541) (← links)
- Maximum-likelihood estimation for diffusion processes via closed-form density expansions (Q366977) (← links)
- Goodness-of-fit test for stochastic volatility models (Q391575) (← links)
- A transformation approach to modelling multi-modal diffusions (Q393584) (← 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)
- Local \(M\)-estimation for jump-diffusion processes (Q449381) (← links)
- On the approximate maximum likelihood estimation for diffusion processes (Q449968) (← links)
- Estimating parameters of diffusion process with unreachable boundary (Q493867) (← links)
- Parameter estimation for fractional Ornstein-Uhlenbeck processes at discrete observation (Q646181) (← links)
- Maximum likelihood estimation of McKean-Vlasov stochastic differential equation and its application (Q668822) (← links)
- Nonsynchronous covariation process and limit theorems (Q719383) (← links)
- Parametric estimation for non recurrent diffusion processes (Q722665) (← links)
- Bayesian diffusion process models with time-varying parameters (Q744748) (← links)
- Prediction-based estimation for diffusion models with high-frequency data (Q825345) (← links)
- Parametric estimation for a parabolic linear SPDE model based on discrete observations (Q826976) (← links)
- Estimation of parameters for diffusion processes with jumps from discrete observations (Q849862) (← links)
- Inference methods for discretely observed continuous-time stochastic volatility models: A commented overview (Q862564) (← links)
- A new stochastic Gompertz diffusion process with threshold parameter: computational aspects and applications (Q865510) (← links)
- Modeling the euglycemic hyperinsulinemic clamp by stochastic differential equations (Q883784) (← links)
- Bayesian inference for functional response in a stochastic predator-prey system (Q932027) (← links)
- Approximate martingale estimating functions for stochastic differential equations with small noises (Q947158) (← links)
- On asymptotic properties of the parameter estimator for a type of SPDE (Q951068) (← links)
- Modeling laboratory data from clinical trials (Q961195) (← links)
- Parametric and nonparametric models and methods in financial econometrics (Q975560) (← links)
- Laplace approximation of transition densities posed as Brownian expectations (Q1001846) (← links)
- Monte Carlo maximum likelihood estimation for discretely observed diffusion processes (Q1002156) (← links)
- Bayesian inference for nonlinear multivariate diffusion models observed with error (Q1023498) (← links)
- Statistical inference for reciprocal gamma diffusion process (Q1036702) (← links)
- Efficient estimators for functionals of Markov chains with parametric marginals. (Q1427720) (← links)
- Financial options and statistical prediction intervals (Q1431433) (← links)
- Parameter estimation in nonlinear stochastic differential equations (Q1587266) (← links)
- The asymptotic properties of estimates of the parameters of nonlinear time series (Q1592094) (← links)
- Importance sampling for Kolmogorov backward equations (Q1621680) (← links)
- Parameter estimation for a type of nonlinear stochastic models observed with error (Q1623657) (← links)
- Hybrid estimators for stochastic differential equations from reduced data (Q1656855) (← links)
- Efficient computation of the quasi likelihood function for discretely observed diffusion processes (Q1659017) (← links)
- Parameter estimation in a stochastic model of the tubuloglomerular feedback mechanism in a rat nephron (Q1781623) (← links)
- Conservative delta hedging. (Q1884835) (← links)
- Robust analysis of default intensity (Q1927110) (← links)
- Information ratio test for model misspecification on parametric structures in stochastic diffusion models (Q1927178) (← links)
- Re-weighted functional estimation of second-order diffusion processes (Q1928377) (← links)
- Asymptotic parameter estimation for a class of linear stochastic systems using Kalman-Bucy filtering (Q1954673) (← links)
- A ridge estimator of the drift from discrete repeated observations of the solution of a stochastic differential equation (Q1983630) (← links)
- Optimal control for estimation in partially observed elliptic and hypoelliptic linear stochastic differential equations (Q1984647) (← links)