Pages that link to "Item:Q1903603"

The following pages link to Martingale estimation functions for discretely observed diffusion processes (Q1903603):

Displayed 33 items.

• Estimation of parameters for diffusion processes with jumps from discrete observations (Q849862) ‎ (← links)
• Inference methods for discretely observed continuous-time stochastic volatility models: A commented overview (Q862564) ‎ (← links)
• A new stochastic Gompertz diffusion process with threshold parameter: computational aspects and applications (Q865510) ‎ (← links)
• Modeling the euglycemic hyperinsulinemic clamp by stochastic differential equations (Q883784) ‎ (← links)
• Bayesian inference for functional response in a stochastic predator-prey system (Q932027) ‎ (← links)
• Approximate martingale estimating functions for stochastic differential equations with small noises (Q947158) ‎ (← links)
• On asymptotic properties of the parameter estimator for a type of SPDE (Q951068) ‎ (← links)
• Laplace approximation of transition densities posed as Brownian expectations (Q1001846) ‎ (← links)
• Monte Carlo maximum likelihood estimation for discretely observed diffusion processes (Q1002156) ‎ (← links)
• Efficient estimators for functionals of Markov chains with parametric marginals. (Q1427720) ‎ (← links)
• Financial options and statistical prediction intervals (Q1431433) ‎ (← links)
• Parameter estimation in nonlinear stochastic differential equations (Q1587266) ‎ (← links)
• The asymptotic properties of estimates of the parameters of nonlinear time series (Q1592094) ‎ (← links)
• Parameter estimation in a stochastic model of the tubuloglomerular feedback mechanism in a rat nephron (Q1781623) ‎ (← links)
• Conservative delta hedging. (Q1884835) ‎ (← links)
• Moment equations and Hermite expansion for nonlinear stochastic differential equations with application to stock price models (Q2463649) ‎ (← links)
• Penalized nonparametric mean square estimation of the coefficients of diffusion processes (Q2465276) ‎ (← links)
• Estimating parameters in diffusion processes using an approximate maximum likelihood approach (Q2480228) ‎ (← links)
• Statistical aspects of the fractional stochastic calculus (Q2642746) ‎ (← links)
• A nonparametric method of estimating nonlinear dynamical system models (Q2644128) ‎ (← links)
• Schémas de discrétisation anticipatifs et estimation du paramètre de dérive d'une diffusion (Q2701810) ‎ (← links)
• Bayesian multivariate normal analysis under the extended reflected normal loss function (Q2762605) ‎ (← links)
• Parameter estimation for a discrete sampling of an intergrated Ornstein-Uhlenbeck process (Q2762606) ‎ (← links)
• Semiparametric diffusion estimation and application to a stock market index (Q3518390) ‎ (← links)
• (Q3604340) ‎ (← links)
• On modelling and pricing weather derivatives (Q4541607) ‎ (← links)
• INFERENCE IN GOMPERTZ-TYPE NONHOMOGENEOUS STOCHASTIC SYSTEMS BY MEANS OF DISCRETE SAMPLING (Q4655447) ‎ (← links)
• NONLINEAR DYNAMICAL SYSTEM IDENTIFICATION FROM UNCERTAIN AND INDIRECT MEASUREMENTS (Q4655663) ‎ (← links)
• Local linearization filters for non-linear continuous-discrete state space models with multiplicative noise (Q4810933) ‎ (← links)
• Estimation for discretely observed diffusions using transform functions (Q4822454) ‎ (← links)
• Realistic Statistical Modelling of Financial Data (Q4831974) ‎ (← links)
• Local diffusion models for stochastic reacting systems: estimation issues in equation-free numerics (Q5426644) ‎ (← links)
• A new estimating function for discretely sampled diffusions (Q5430546) ‎ (← links)