Pages that link to "Item:Q4677104"
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The following pages link to Inference for Observations of Integrated Diffusion Processes (Q4677104):
Displayed 29 items.
- A contrast estimator for completely or partially observed hypoelliptic diffusion (Q432498) (← links)
- Prediction-based estimating functions: review and new developments (Q642200) (← links)
- LAMN property for hidden processes: the case of integrated diffusions (Q731453) (← links)
- Prediction-based estimation for diffusion models with high-frequency data (Q825345) (← links)
- Estimation of number of the derivatives of a Gaussian process (Q869469) (← links)
- Assessing the number of mean square derivatives of a Gaussian process (Q952829) (← links)
- Modeling financial time series through second-order stochastic differential equations (Q952860) (← links)
- Nonparametric adaptive estimation for integrated diffusions (Q1009666) (← links)
- An analytic study of the Ornstein-Uhlenbeck process with time-varying coefficients in the modeling of anomalous diffusions (Q1642040) (← links)
- Parameter estimation in a stochastic model of the tubuloglomerular feedback mechanism in a rat nephron (Q1781623) (← links)
- Re-weighted functional estimation of second-order diffusion processes (Q1928377) (← links)
- Statistical inference for discrete-time samples from affine stochastic delay differential equations (Q1952429) (← links)
- Rate of estimation for the stationary distribution of stochastic damping Hamiltonian systems with continuous observations (Q2083863) (← links)
- Optimal control for parameter estimation in partially observed hypoelliptic stochastic differential equations (Q2095763) (← links)
- A test for the rank of the volatility process: the random perturbation approach (Q2438757) (← links)
- Variance reduction estimation for return models with jumps using gamma asymmetric kernels (Q2697059) (← links)
- NONPARAMETRIC ESTIMATION OF SECOND-ORDER STOCHASTIC DIFFERENTIAL EQUATIONS (Q2886970) (← links)
- Goodness-of-Fit based on Downsampling with Applications to Linear Drift Diffusions (Q2911667) (← links)
- Local Linear Estimation of Second-Order Diffusion Models (Q3083789) (← links)
- Bias Correction Estimation for a Continuous‐Time Asset Return Model with Jumps (Q3120661) (← links)
- (Q3305226) (← links)
- Parameter Estimation for a Discretely Observed Integrated Diffusion Process (Q3411061) (← links)
- Local Linear Estimation of Second-order Jump-diffusion Model (Q3458130) (← links)
- Higher Moments and Prediction‐Based Estimation for the COGARCH(1,1) Model (Q3460651) (← links)
- Adaptive nonparametric drift estimation of an integrated jump diffusion process (Q4615437) (← links)
- On Upper Functions for Anomalous Diffusions Governed by Time-Varying Ornstein--Uhlenbeck Process (Q5232087) (← links)
- Non Parametric Estimation of Second-Order Diffusion Equation by Using Asymmetric Kernels (Q5265876) (← links)
- The Pearson Diffusions: A Class of Statistically Tractable Diffusion Processes (Q5324878) (← links)
- Parameter estimation for integrated Ornstein-Uhlenbeck processes with small Lévy noises (Q6170511) (← links)