Pages that link to "Item:Q4385659"
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The following pages link to Non parametric estimation of the diffusion coefficient of a diffusion process (Q4385659):
Displayed 9 items.
- Estimating the diffusion coefficient function for a diversified world stock index (Q434882) (← links)
- A nonparametric model for spot price dynamics and pricing of futures contracts in electricity markets (Q905391) (← links)
- Non-linear functionals of the Brownian bridge and some applications. (Q1879521) (← links)
- Variance estimator for fractional diffusions with variance and drift depending on time (Q2346521) (← links)
- Maximum penalized quasi-likelihood estimation of the diffusion function (Q2866380) (← links)
- Posterior contraction rate for non-parametric Bayesian estimation of the dispersion coefficient of a stochastic differential equation (Q2954229) (← links)
- Asymptotics for the<i>L<sup>p</sup></i>-deviation of the variance estimator under diffusion (Q4671812) (← links)
- Deviation of order<i>p</i>for estimators of the variance in first-order stochastic differential equation (SDE) (Q5402480) (← links)
- A tractable model for indices approximating the growth optimal portfolio (Q5404067) (← links)