Pages that link to "Item:Q2447656"
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The following pages link to Quasi likelihood analysis of volatility and nondegeneracy of statistical random field (Q2447656):
Displayed 19 items.
- Adaptive Bayes type estimators of ergodic diffusion processes from discrete observations (Q398577) (← links)
- Parametric estimation for a parabolic linear SPDE model based on discrete observations (Q826976) (← links)
- Penalized least squares approximation methods and their applications to stochastic processes (Q830256) (← links)
- Local asymptotic mixed normality property for nonsynchronously observed diffusion processes (Q888473) (← links)
- A review of asymptotic theory of estimating functions (Q1656854) (← links)
- Hybrid estimators for stochastic differential equations from reduced data (Q1656855) (← links)
- Moment convergence of \(Z\)-estimators (Q1687328) (← links)
- Parametric inference for nonsynchronously observed diffusion processes in the presence of market microstructure noise (Q1750086) (← links)
- Global jump filters and quasi-likelihood analysis for volatility (Q2042527) (← links)
- Quasi-likelihood analysis and its applications (Q2137733) (← links)
- On the asymptotic properties of Bayes-type estimators with general loss functions (Q2317246) (← 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)
- Adaptive test statistics for ergodic diffusion processes sampled at discrete times (Q2453614) (← links)
- Model Selection for Volatility Prediction (Q2956059) (← links)
- (Q5011285) (← links)
- (Q5879927) (← links)
- Parameter estimation for linear parabolic SPDEs in two space dimensions based on high frequency data (Q6140330) (← links)