Pages that link to "Item:Q1781184"
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The following pages link to Diffusion-type models with given marginal distribution and autocorrelation function (Q1781184):
Displaying 43 items.
- Dynamic density estimation with diffusive Dirichlet mixtures (Q265276) (← links)
- Detecting multifractal stochastic processes under heavy-tailed effects (Q339843) (← links)
- A copula-based method to build diffusion models with prescribed marginal and serial dependence (Q340123) (← links)
- Goodness-of-fit test for stochastic volatility models (Q391575) (← links)
- A necessary characteristic equation of diffusion processes having Gaussian marginals (Q417176) (← links)
- Stein's method for invariant measures of diffusions via Malliavin calculus (Q424492) (← links)
- A statistical equilibrium model of competitive firms (Q428028) (← links)
- From Sturm-Liouville problems to fractional and anomalous diffusions (Q449235) (← links)
- The Bickel-Rosenblatt test for continuous time stochastic volatility models (Q464450) (← links)
- Numerical evaluation of dynamic behavior of Ornstein-Uhlenbeck processes modified by various boundaries and its application to pricing barrier options (Q631490) (← links)
- Prediction-based estimating functions: review and new developments (Q642200) (← links)
- A normal inverse Gaussian model for a risky asset with dependence (Q654485) (← links)
- On modelling long term stock returns with ergodic diffusion processes: arbitrage and arbitrage-free specifications (Q1039919) (← links)
- Quasi-Gaussian model of network traffic (Q1956902) (← links)
- Weak convergence and optimal tuning of the reversible jump algorithm (Q1997557) (← links)
- Continuous random walks and fractional powers of operators (Q2019065) (← links)
- Closed-form formulas for conditional moments of inhomogeneous Pearson diffusion processes (Q2060664) (← links)
- Transient numerical approximation of hyperbolic diffusions and beyond (Q2104070) (← links)
- Parameter estimation for non-stationary Fisher-Snedecor diffusion (Q2218835) (← links)
- A generalized hyperbolic model for a risky asset with dependence (Q2231023) (← links)
- Arbitrage-free market models for option prices: the multi-strike case (Q2271718) (← links)
- Exploiting ergodicity in forecasts of corporate profitability (Q2291809) (← links)
- The realized empirical distribution function of stochastic variance with application to goodness-of-fit testing (Q2330737) (← links)
- Four moments theorems on Markov chaos (Q2421819) (← links)
- Ergodicity and mixing bounds for the Fisher-Snedecor diffusion (Q2435244) (← links)
- Fractional Pearson diffusions (Q2442987) (← links)
- Simple simulation of diffusion bridges with application to likelihood inference for diffusions (Q2448707) (← links)
- A continuous non-Brownian motion martingale with Brownian motion marginal distributions (Q2483440) (← links)
- Risky Asset Models with Tempered Stable Fractal Activity Time (Q2875522) (← links)
- Goodness-of-Fit based on Downsampling with Applications to Linear Drift Diffusions (Q2911667) (← links)
- Parameter estimation for reciprocal gamma Ornstein–Uhlenbeck type processes (Q2922895) (← links)
- Student-like models for risky asset with dependence (Q2986696) (← links)
- Joint Modelling of Gas and Electricity Spot Prices (Q3176519) (← links)
- A Vasicek-Type Short Rate Model With Memory Effect (Q3459230) (← links)
- Asymptotic properties of the partition function and applications in tail index inference of heavy-tailed data (Q3462152) (← links)
- Volatility is rough (Q4554473) (← links)
- A Stochastic Partial Differential Equation Model for Limit Order Book Dynamics (Q4958392) (← links)
- Extended Mckean-Vlasov optimal stochastic control applied to smart grid management, (Q5093794) (← links)
- A Unifying Framework of Synaptic and Intrinsic Plasticity in Neural Populations (Q5157154) (← links)
- Evidential inference for diffusion-type processes (Q5222325) (← links)
- The Pearson Diffusions: A Class of Statistically Tractable Diffusion Processes (Q5324878) (← links)
- On the exponential process associated with a CARMA-type process (Q5410808) (← links)
- Student processes (Q5694148) (← links)
