The following pages link to Gustavo Schwenkler (Q1745613):
Displayed 4 items.
- Filtered likelihood for point processes (Q1745614) (← links)
- Efficient estimation and filtering for multivariate jump-diffusions (Q2024483) (← links)
- Simulated likelihood estimators for discretely observed jump-diffusions (Q2280574) (← links)
- Inference for large financial systems (Q5109982) (← links)