Prediction-based estimating functions
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asymptotic normalityconsistencyquasi-likelihoodstochastic differential equationmixingdiffusion processesstochastic volatility modelstock pricesmartingale estimating functionslinear predictorsoptimal estimating functionsdiscrete time observation of continuous time modelssum of Ornstein-Uhlenbeck-type processes
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(31)- Parameter estimation in a stochastic model of the tubuloglomerular feedback mechanism in a rat nephron
- Leroux's method for general hidden Markov models
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- Estimation for discretely observed diffusions using transform functions
- Prediction-based estimating functions: review and new developments
- Parametric inference for diffusion processes observed at discrete points in time: a survey
- Efficient estimation of drift parameters in stochastic volatility models
- Statistical inference for discrete-time samples from affine stochastic delay differential equations
- Inference for Observations of Integrated Diffusion Processes
- Prediction-based estimating functions for stochastic volatility models with noisy data: comparison with a GMM alternative
- Characteristic function estimation of Ornstein-Uhlenbeck-based stochastic volatility models
- Goodness-of-fit based on downsampling with applications to linear drift diffusions
- Simulated Likelihood Approximations for Stochastic Volatility Models
- A transformation approach to modelling multi-modal diffusions
- A Non‐Gaussian Ornstein–Uhlenbeck Process for Electricity Spot Price Modeling and Derivatives Pricing
- The Pearson Diffusions: A Class of Statistically Tractable Diffusion Processes
- Modeling the euglycemic hyperinsulinemic clamp by stochastic differential equations
- Nonparametric adaptive estimation for integrated diffusions
- Prediction via estimating functions
- Data cloning estimation for asymmetric stochastic volatility models
- Inference for shot noise
- Closed-form likelihoods for stochastic differential equation growth models
- Closed-form formulas for conditional moments of inhomogeneous Pearson diffusion processes
- Inference methods for discretely observed continuous-time stochastic volatility models: A commented overview
- Parameter Estimation for a Discretely Observed Integrated Diffusion Process
- Econometric Analysis of Realized Volatility and its Use in Estimating Stochastic Volatility Models
- Higher moments and prediction-based estimation for the COGARCH(1,1) model
- Optimal estimating function for estimation and prediction in semi-parametric models
- Parametric estimation for the standard and geometric telegraph process observed at discrete times
- Parametric inference for mixed models defined by stochastic differential equations
- An Approximate Innovation Method For The Estimation Of Diffusion Processes From Discrete Data
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