Pages that link to "Item:Q1192000"
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The following pages link to Estimation for diffusion processes from discrete observation (Q1192000):
Displaying 50 items.
- Polynomial type large deviation inequalities and quasi-likelihood analysis for stochastic differential equations (Q261826) (← links)
- Estimating functions for noisy observations of ergodic diffusions (Q265660) (← links)
- A two-stage realized volatility approach to estimation of diffusion processes with discrete data (Q302180) (← links)
- Asymptotic normality of discretized maximum likelihood estimator for drift parameter in homogeneous diffusion model (Q340755) (← links)
- Maximum-likelihood estimation for diffusion processes via closed-form density expansions (Q366977) (← links)
- Convergence of Gaussian quasi-likelihood random fields for ergodic Lévy driven SDE observed at high frequency (Q367001) (← links)
- On a family of test statistics for discretely observed diffusion processes (Q391894) (← links)
- Adaptive Bayes type estimators of ergodic diffusion processes from discrete observations (Q398577) (← links)
- A contrast estimator for completely or partially observed hypoelliptic diffusion (Q432498) (← links)
- Adaptive estimation of an ergodic diffusion process based on sampled data (Q436297) (← links)
- Test for parameter change in discretely observed diffusion processes (Q625303) (← links)
- Maximum likelihood estimation of McKean-Vlasov stochastic differential equation and its application (Q668822) (← links)
- Nonsynchronous covariation process and limit theorems (Q719383) (← links)
- Second-order asymptotic expansion for a non-synchronous covariation estimator (Q720740) (← links)
- Quasi-likelihood analysis for nonsynchronously observed diffusion processes (Q740191) (← links)
- Approximation of transition densities of stochastic differential equations by saddlepoint methods applied to small-time Ito-Taylor sample-path expansions (Q746199) (← links)
- Prediction-based estimation for diffusion models with high-frequency data (Q825345) (← links)
- Parametric estimation for a parabolic linear SPDE model based on discrete observations (Q826976) (← links)
- Estimation of parameters for diffusion processes with jumps from discrete observations (Q849862) (← links)
- Parametric inference for discretely observed non-ergodic diffusions (Q850751) (← links)
- Inference methods for discretely observed continuous-time stochastic volatility models: A commented overview (Q862564) (← links)
- Modeling the euglycemic hyperinsulinemic clamp by stochastic differential equations (Q883784) (← links)
- Efficient pointwise estimation based on discrete data in ergodic nonparametric diffusions (Q888494) (← links)
- Variation-based tests for volatility misspecification (Q898596) (← links)
- Contrast-based information criterion for ergodic diffusion processes from discrete observations (Q904080) (← links)
- Implementation of Lévy CARMA model in \texttt{yuima} package (Q906147) (← links)
- Consistent estimation of covariation under nonsynchronicity (Q946288) (← links)
- Approximate martingale estimating functions for stochastic differential equations with small noises (Q947158) (← links)
- Divergences test statistics for discretely observed diffusion processes (Q963864) (← links)
- Estimation for stochastic differential equations with a small diffusion coefficient (Q1009661) (← links)
- Nonparametric adaptive estimation for integrated diffusions (Q1009666) (← links)
- Parametric estimation for partially hidden diffusion processes sampled at discrete times (Q1016630) (← links)
- Asymptotic theory of semiparametric \(Z\)-estimators for stochastic processes with applications to ergodic diffusions and time series (Q1043751) (← links)
- A note on asymptotic properties of the estimator derived from the Euler method for diffusion processes at discrete times (Q1382237) (← links)
- Hybrid estimators for stochastic differential equations from reduced data (Q1656855) (← links)
- Moment convergence in regularized estimation under multiple and mixed-rates asymptotics (Q1678536) (← links)
- Nonparametric estimation of scalar diffusions based on low frequency data (Q1766134) (← links)
- Hybrid estimators for small diffusion processes based on reduced data (Q1785794) (← links)
- Asymptotic nonequivalence of GARCH models and diffusions (Q1848957) (← links)
- Robust analysis of default intensity (Q1927110) (← links)
- Information ratio test for model misspecification on parametric structures in stochastic diffusion models (Q1927178) (← links)
- Minimum density power divergence estimator for diffusion processes (Q1934487) (← links)
- Asymptotic properties of an estimator of the drift coefficients of multidimensional Ornstein-Uhlenbeck processes that are not necessarily stable (Q1951803) (← links)
- A maximal inequality for continuous martingales and \(M\)-estimation in a Gaussian white noise model (Q1970485) (← links)
- Online drift estimation for jump-diffusion processes (Q1983620) (← links)
- A ridge estimator of the drift from discrete repeated observations of the solution of a stochastic differential equation (Q1983630) (← links)
- Hybrid estimation for ergodic diffusion processes based on noisy discrete observations (Q1984651) (← links)
- Portfolio optimization with irreversible long-term investments in renewable energy under policy risk: a mixed-integer multistage stochastic model and a moving-horizon approach (Q2029400) (← links)
- Joint estimation for volatility and drift parameters of ergodic jump diffusion processes via contrast function (Q2040941) (← links)
- Global jump filters and quasi-likelihood analysis for volatility (Q2042527) (← links)
