Pages that link to "Item:Q1591160"

The following pages link to A multivariate central limit theorem for continuous local martingales (Q1591160):

Displaying 20 items.

• Time-varying leverage effects (Q527980) (← links)
• Stable convergence of multiple Wiener--Itô integrals (Q939135) (← links)
• Asymptotic behavior of maximum likelihood estimators for a jump-type Heston model (Q1644436) (← links)
• Maximum likelihood estimation for stochastic Lotka-Volterra model with jumps (Q1712202) (← links)
• Asymptotic properties of maximum likelihood estimator for the growth rate for a jump-type CIR process based on continuous time observations (Q1743339) (← links)
• Sparse inference of the drift of a high-dimensional Ornstein-Uhlenbeck process (Q1755107) (← links)
• LAMN property for multivariate inhomogeneous diffusions with discrete observations (Q2168085) (← links)
• Asymptotic behavior of maximum likelihood estimator for time inhomogeneous diffusion processes (Q2270284) (← links)
• Least-squares estimation for the subcritical Heston model based on continuous-time observations (Q2322027) (← links)
• Parameter estimation of Ornstein-Uhlenbeck process generating a stochastic graph (Q2412763) (← links)
• On conditional least squares estimation for affine diffusions based on continuous time observations (Q2417987) (← links)
• Nonparametric inference for fractional diffusion (Q2448715) (← links)
• Parameter estimation for a subcritical affine two factor model (Q2454021) (← links)
• An asymptotic analysis of likelihood-based diffusion model selection using high frequency data (Q2512621) (← links)
• Least squares estimator for a class of subdiffusion processes (Q5093718) (← links)
• Asymptotic properties of maximum-likelihood estimators for Heston models based on continuous time observations (Q5739671) (← links)
• Asymptotic properties of maximum likelihood estimator for the growth rate of a stable CIR process based on continuous time observations (Q5742595) (← links)
• The Asymptotic Frequency of Stochastic Oscillators (Q5887852) (← links)
• Bandwidth selection and asymptotic properties of local nonparametric estimators in possibly nonstationary continuous-time models (Q5964754) (← links)
• Parameter estimation for \(n\)th-order mixed fractional Brownian motion with polynomial drift (Q6134390) (← links)