Pages that link to "Item:Q1904971"
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The following pages link to Consistency and asymptotic normality of an approximate maximum likelihood estimator for discretely observed diffusion processes (Q1904971):
Displaying 37 items.
- Asymptotic properties of Monte Carlo estimators of diffusion processes (Q278039) (← links)
- Least squares estimators for discretely observed stochastic processes driven by small Lévy noises (Q391568) (← links)
- Least squares estimator for discretely observed Ornstein-Uhlenbeck processes with small Lévy noises (Q731952) (← links)
- Estimation of dynamic models with nonparametric simulated maximum likelihood (Q738137) (← links)
- A regularized bridge sampler for sparsely sampled diffusions (Q746239) (← links)
- Inference methods for discretely observed continuous-time stochastic volatility models: A commented overview (Q862564) (← links)
- Bayesian inference for functional response in a stochastic predator-prey system (Q932027) (← 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)
- Nonparametric estimation of American options' exercise boundaries and call prices (Q1583161) (← links)
- Efficient computation of the quasi likelihood function for discretely observed diffusion processes (Q1659017) (← links)
- On inference for fractional differential equations (Q1943988) (← links)
- Particle-based likelihood inference in partially observed diffusion processes using generalised Poisson estimators (Q1952219) (← links)
- Uniform approximate estimation for nonlinear nonhomogeneous stochastic system with unknown parameter (Q1954763) (← links)
- Efficient estimation and filtering for multivariate jump-diffusions (Q2024483) (← links)
- Contrast estimation for noisy observations of diffusion processes via closed-form density expansions (Q2144195) (← links)
- Gaussian estimation of one-factor mean reversion processes (Q2260564) (← links)
- A penalized simulated maximum likelihood method to estimate parameters for SDEs with measurement error (Q2418077) (← links)
- Asymptotics of an efficient Monte Carlo estimation for the transition density of diffusion processes (Q2475266) (← links)
- Estimating parameters in diffusion processes using an approximate maximum likelihood approach (Q2480228) (← links)
- Schémas de discrétisation anticipatifs et estimation du paramètre de dérive d'une diffusion (Q2701810) (← links)
- Quantifying Model Uncertainties in Complex Systems (Q2909986) (← links)
- Adaptive control of diffusion processes with a discounted reward criterion (Q3386883) (← links)
- Exact and Computationally Efficient Likelihood-Based Estimation for Discretely Observed Diffusion Processes (with Discussion) (Q3408539) (← links)
- A new method for nonparametric density estimation (Q4485013) (← links)
- MODELING PRIVATE EQUITY FUNDS AND PRIVATE EQUITY COLLATERALISED FUND OBLIGATIONS (Q4653009) (← links)
- PARAMETER ESTIMATION OF A SIMPLE, REALISTIC STOCHASTIC MODEL OF GASTRIC EMPTYING OF PELLETS UNDER FASTING CONDITIONS (Q5016487) (← links)
- A study of the data augmentation strategy for stochastic differential equations (Q5036849) (← links)
- Evidential inference for diffusion-type processes (Q5222325) (← links)
- Le Cam-Stratonovich-Boole theory for Itô diffusions (Q6112114) (← links)
- Parameter estimation for generalized Ait-Sahalia-type interest rate model (Q6171889) (← links)
- Resampling strategy in sequential Monte Carlo for constrained sampling problems (Q6554560) (← links)
- An efficient method to simulate diffusion bridges (Q6581664) (← links)
- Do price trajectory data increase the efficiency of market impact estimation? (Q6587733) (← links)
- Statistical inference for stochastic differential equations (Q6602008) (← links)
- Inference for partially observed Riemannian Ornstein-Uhlenbeck diffusions of covariance matrices (Q6635722) (← links)
- Parametric inference for diffusion processes observed at discrete points in time: a survey (Q6657951) (← links)
