Pages that link to "Item:Q4677112"
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The following pages link to Estimation for Discretely Observed Small Diffusions Based on Approximate Martingale Estimating Functions (Q4677112):
Displayed 7 items.
- Least squares estimators for discretely observed stochastic processes driven by small Lévy noises (Q391568) (← links)
- Least squares estimator for discretely observed Ornstein-Uhlenbeck processes with small Lévy noises (Q731952) (← links)
- Approximate martingale estimating functions for stochastic differential equations with small noises (Q947158) (← links)
- Estimation for stochastic differential equations with a small diffusion coefficient (Q1009661) (← links)
- Parametric inference for discretely observed multidimensional diffusions with small diffusion coefficient (Q2434472) (← links)
- Quasi likelihood analysis of volatility and nondegeneracy of statistical random field (Q2447656) (← links)
- Joint analysis and estimation of stock prices and trading volume in Barndorff-Nielsen and Shephard stochastic volatility models (Q3019508) (← links)