Pages that link to "Item:Q2426628"
From MaRDI portal
The following pages link to Closed-form likelihood expansions for multivariate diffusions (Q2426628):
Displayed 24 items.
- Maximum-likelihood estimation for diffusion processes via closed-form density expansions (Q366977) (← links)
- Continuous-discrete state-space modeling of panel data with nonlinear filter algorithms (Q413962) (← links)
- Small-time expansions of the distributions, densities, and option prices of stochastic volatility models with Lévy jumps (Q424503) (← links)
- On the approximate maximum likelihood estimation for diffusion processes (Q449968) (← links)
- Modelling particles moving in a potential field with pairwise interactions and an application (Q642208) (← links)
- A damped diffusion framework for financial modeling and closed-form maximum likelihood estimation (Q846506) (← links)
- Globally optimal parameter estimates for nonlinear diffusions (Q847635) (← links)
- Asymptotic statistical equivalence for ergodic diffusions: the multidimensional case (Q866947) (← links)
- A Bayesian regression model for multivariate functional data (Q961857) (← links)
- Fitting general stochastic volatility models using Laplace accelerated sequential importance sampling (Q1927096) (← links)
- Parameter estimation and model testing for Markov processes via conditional characteristic functions (Q1940757) (← links)
- Particle-based likelihood inference in partially observed diffusion processes using generalised Poisson estimators (Q1952219) (← links)
- Inference for stochastic volatility models using time change transformations (Q2380088) (← links)
- Closed-form likelihood expansions for multivariate time-inhomogeneous diffusions (Q2439860) (← links)
- Density approximations for multivariate affine jump-diffusion processes (Q2442452) (← links)
- Estimation of parametric homogeneous stochastic volatility pricing formulae based on option data (Q2446249) (← links)
- Statistical convergence of Markov experiments to diffusion limits (Q2448706) (← links)
- Simple simulation of diffusion bridges with application to likelihood inference for diffusions (Q2448707) (← links)
- Nonparametric trend coefficient estimation for multidimensional diffusions (Q2643494) (← links)
- Likelihood-based inference for correlated diffusions (Q3019141) (← links)
- Simulation-Based Estimation Methods for Financial Time Series Models (Q3112468) (← links)
- Markov Chain Monte Carlo for Exact Inference for Diffusions (Q4923056) (← links)
- Inference for reaction networks using the linear noise approximation (Q5170219) (← links)
- A Study of the Efficiency of Exact Methods for Diffusion Simulation (Q5326104) (← links)