Pages that link to "Item:Q2707866"
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The following pages link to Prediction‐based estimating functions (Q2707866):
Displayed 13 items.
- Inference methods for discretely observed continuous-time stochastic volatility models: A commented overview (Q862564) (← links)
- Modeling the euglycemic hyperinsulinemic clamp by stochastic differential equations (Q883784) (← links)
- Inference for shot noise (Q995837) (← links)
- Parameter estimation in a stochastic model of the tubuloglomerular feedback mechanism in a rat nephron (Q1781623) (← links)
- Efficient estimation of drift parameters in stochastic volatility models (Q2463719) (← links)
- Leroux's method for general hidden Markov models (Q2490057) (← links)
- Parameter Estimation for a Discretely Observed Integrated Diffusion Process (Q3411061) (← links)
- An Approximate Innovation Method For The Estimation Of Diffusion Processes From Discrete Data (Q3440742) (← links)
- Econometric Analysis of Realized Volatility and its Use in Estimating Stochastic Volatility Models (Q4670770) (← links)
- Inference for Observations of Integrated Diffusion Processes (Q4677104) (← links)
- Estimation for discretely observed diffusions using transform functions (Q4822454) (← links)
- Simulated Likelihood Approximations for Stochastic Volatility Models (Q4828198) (← links)
- A Non‐Gaussian Ornstein–Uhlenbeck Process for Electricity Spot Price Modeling and Derivatives Pricing (Q5297933) (← links)