Pages that link to "Item:Q1871562"

The following pages link to Maximum likelihood estimation of time-inhomogeneous diffusions. (Q1871562):

Displaying 29 items.

• Saddlepoint approximations for continuous-time Markov processes (Q278194) (← links)
• Validating forecasts of the joint probability density of bond yields: can affine models beat random walk? (Q291853) (← links)
• Estimating jump-diffusions using closed-form likelihood expansions (Q311641) (← links)
• Maximum-likelihood estimation for diffusion processes via closed-form density expansions (Q366977) (← links)
• Hermite polynomial based expansion of European option prices (Q469560) (← links)
• Explicit form of approximate transition probability density functions of diffusion processes (Q494367) (← links)
• A quasi-maximum likelihood method for estimating the parameters of multivariate diffusions (Q528126) (← links)
• A tale of two yield curves: modeling the joint term structure of dollar and euro interest rates (Q737878) (← links)
• Inference methods for discretely observed continuous-time stochastic volatility models: A commented overview (Q862564) (← links)
• Parametric estimation of discretely sampled Gamma-OU processes (Q867775) (← links)
• A closed-form formula for the conditional moments of the extended CIR process (Q896797) (← links)
• Degradation data analysis and remaining useful life estimation: a review on Wiener-process-based methods (Q1653357) (← links)
• A new delta expansion for multivariate diffusions via the Itô-Taylor expansion (Q1740295) (← links)
• The complete Gaussian kernel in the multi-factor Heston model: option pricing and implied volatility applications (Q2030533) (← links)
• Quantifying uncertainty with a derivative tracking SDE model and application to wind power forecast data (Q2058882) (← links)
• Closed-form formulas for conditional moments of inhomogeneous Pearson diffusion processes (Q2060664) (← links)
• Analytical formula for conditional expectations of path-dependent product of polynomial and exponential functions of extended Cox-Ingersoll-Ross process (Q2071035) (← links)
• Maximum likelihood estimation of diffusions by continuous time Markov chain (Q2076164) (← links)
• Contrast estimation for noisy observations of diffusion processes via closed-form density expansions (Q2144195) (← links)
• A selective overview of nonparametric methods in financial econometrics (Q2381754) (← links)
• Closed-form likelihood expansions for multivariate diffusions (Q2426628) (← links)
• Closed-form likelihood expansions for multivariate time-inhomogeneous diffusions (Q2439860) (← links)
• The delta expansion for the transition density of diffusion models (Q2512632) (← links)
• Multivariate tempered stable additive subordination for financial models (Q2675366) (← links)
• Closed-form likelihood estimation for one type of affine point processes (Q2830794) (← links)
• Stochastic Differential Mixed-Effects Models (Q3077782) (← links)
• Transition Density and Simulated Likelihood Estimation for Time-Inhomogeneous Diffusions (Q3590017) (← links)
• (Q5080606) (← links)
• A stochastic Schumacher diffusion process: probability characteristics computation and statistical analysis (Q6176167) (← links)