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):
Displayed 14 items.
- 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)
- 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)
- Arbitrage-free market models for option prices: the multi-strike case (Q2271718) (← links)
- A continuous non-Brownian motion martingale with Brownian motion marginal distributions (Q2483440) (← links)
- Goodness-of-Fit based on Downsampling with Applications to Linear Drift Diffusions (Q2911667) (← links)
- The Pearson Diffusions: A Class of Statistically Tractable Diffusion Processes (Q5324878) (← links)
- Student processes (Q5694148) (← links)