Pages that link to "Item:Q1750086"
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The following pages link to Parametric inference for nonsynchronously observed diffusion processes in the presence of market microstructure noise (Q1750086):
Displayed 11 items.
- Time endogeneity and an optimal weight function in pre-averaging covariance estimation (Q523444) (← links)
- Parametric estimation for a parabolic linear SPDE model based on discrete observations (Q826976) (← links)
- Hybrid estimators for stochastic differential equations from reduced data (Q1656855) (← links)
- Hybrid estimation for ergodic diffusion processes based on noisy discrete observations (Q1984651) (← links)
- Quasi-likelihood analysis and Bayes-type estimators of an ergodic diffusion plus noise (Q2046480) (← links)
- Misspecified diffusion models with high-frequency observations and an application to neural networks (Q2239259) (← links)
- On the Asymptotic Structure of Brownian Motions with a Small Lead-Lag Effect (Q4578217) (← links)
- Estimation of Correlation Between Latent Processes (Q4976496) (← links)
- (Q5879927) (← links)
- Malliavin calculus techniques for local asymptotic mixed normality and their application to hypoelliptic diffusions (Q6120824) (← links)
- Asymptotically efficient estimation for diffusion processes with nonsynchronous observations (Q6176239) (← links)