Pages that link to "Item:Q1074950"

The following pages link to On contiguity of probability measures corresponding to semimartingales (Q1074950):

Displaying 25 items.

• Precautionary saving demand and consumption dynamics with the spirit of capitalism and regime switching (Q298369) (← links)
• A two-stage realized volatility approach to estimation of diffusion processes with discrete data (Q302180) (← links)
• Maximum likelihood estimation for Wishart processes (Q326826) (← links)
• A mathematical framework for new fault detection schemes in nonlinear stochastic continuous-time dynamical systems (Q387663) (← links)
• Drift parameter estimation in stochastic differential equation with multiplicative stochastic volatility (Q502541) (← links)
• Uniform Fatou's lemma (Q530342) (← links)
• Explicit formulas for Laplace transforms of certain functionals of some time inhomogeneous diffusions (Q536242) (← links)
• A famous nonlinear stochastic equation (Lotka-Volterra model with diffusion) (Q596950) (← links)
• Dynamic portfolio choice under ambiguity and regime switching mean returns (Q631261) (← links)
• On the variation distance for probability measures defined on a filtered space (Q760083) (← links)
• Inference for the diffusion models of neuronal activity (Q788449) (← links)
• Suboptimal stochastic linear feedback control of linear systems with state- and control-dependent noise: The incomplete information case (Q883365) (← links)
• Asymptotic inference for a stochastic differential equation with uniformly distributed time delay (Q897639) (← links)
• An extension of cusp estimation problem in ergodic diffusion processes (Q968463) (← links)
• Kalman filtering over a packet-delaying network: a probabilistic approach (Q1036687) (← links)
• Functional semiparametric partially linear model with autoregressive errors (Q1049535) (← links)
• Asymptotic inference for semimartingale models with singular parameter points (Q1330191) (← links)
• Asymptotic properties of maximum likelihood estimator for the growth rate for a jump-type CIR process based on continuous time observations (Q1743339) (← links)
• Filtered statistical models and Hellinger processes (Q1825516) (← links)
• The Strassen law of the iterated logarithm in Banach function spaces (Q1907882) (← links)
• Asymptotic behavior of maximum likelihood estimator for time inhomogeneous diffusion processes (Q2270284) (← links)
• Moderate deviations for parameter estimation in some time inhomogeneous diffusions (Q2272122) (← links)
• The impacts of uncertainties in a real options model under incomplete information (Q2467288) (← links)
• (Q3805563) (← links)
• The maximum rate of convergence for the approximation of the fractional Lévy area at a single point (Q5963454) (← links)