scientific article; zbMATH DE number 1215450

zbMATH Open0906.62106MaRDI QIDQ4215580FDOQ4215580

Authors: Donald L. McLeish, Adam W. Kolkiewicz 

Publication date: 26 October 1998

Title of this publication is not available (Why is that?)

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zbMATH Keywords

financeestimating functionsIto-Taylor expansions

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70) Applications of statistics to actuarial sciences and financial mathematics (62P05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Cited In (6)

• Transition densities for interest rate and other nonlinear diffusions
• A Reexamination of Diffusion Estimators With Applications to Financial Model Validation
• Notes on financial econometrics
• Estimation of 1-dimensional nonlinear stochastic differential equations based on higher-order partial differential equation numerical scheme and its application
• MODELING FINANCIAL SERIES DISTRIBUTIONS: A VERSATILE DATA FITTING APPROACH
• ANOVA for diffusions and Itō processes

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