Pages that link to "Item:Q4367890"

The following pages link to Comparative study of estimation methods for continuous time stochastic processes (Q4367890):

Displaying 20 items.

• Continuous-discrete state-space modeling of panel data with nonlinear filter algorithms (Q413962) (← links)
• Convergence rate of weak local linearization schemes for stochastic differential equations with additive noise (Q482674) (← links)
• Inference methods for discretely observed continuous-time stochastic volatility models: A commented overview (Q862564) (← links)
• A time-varying stochastic framework for modeling wireless channels (Q868412) (← links)
• The volatility structure of the fixed income market under the HJM framework: a nonlinear filtering approach (Q961403) (← links)
• Simulated maximum likelihood in nonlinear continuous-discrete state space models: importance sampling by approximate smoothing (Q1424631) (← links)
• Parameter estimation in nonlinear stochastic differential equations (Q1587266) (← links)
• Stochastic continuous time growth models that allow for closed form solutions (Q1654174) (← links)
• A reliable numerical analysis for stochastic dengue epidemic model with incubation period of virus (Q1720153) (← links)
• Local lagged adapted generalized method of moments: an innovative estimation and forecasting approach and its applications (Q1726180) (← links)
• On the numerical integration of the undamped harmonic oscillator driven by independent additive Gaussian white noises (Q1728329) (← links)
• Asymptotic parameter estimation for a class of linear stochastic systems using Kalman-Bucy filtering (Q1954673) (← links)
• The local linearization scheme for nonlinear diffusion models with discontinuous coefficients (Q1962171) (← links)
• Weak local linear discretizations for stochastic differential equations: convergence and numerical schemes (Q2433776) (← links)
• Moment equations and Hermite expansion for nonlinear stochastic differential equations with application to stock price models (Q2463649) (← links)
• Rate of convergence of local linearization schemes for initial-value problems (Q2491023) (← links)
• Fast continuous-discrete DAF-filters (Q2930879) (← links)
• Local lagged adapted generalized method of moments and applications (Q2968185) (← links)
• Weak Local Linear Discretizations for Stochastic Differential Equations with Jumps (Q5459919) (← links)
• Local Linear Approximations of Jump Diffusion Processes (Q5488998) (← links)