Pages that link to "Item:Q1965895"
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The following pages link to Estimation of parameters of linear homogeneous stochastic differential equations (Q1965895):
Displaying 11 items.
- Drift parameter estimation in stochastic differential equation with multiplicative stochastic volatility (Q502541) (← links)
- Estimating stochastic dynamical systems driven by a continuous-time jump Markov process (Q861540) (← links)
- On sequential estimation of parameters in semimartingale regression models with continuous time parameter. (Q1848915) (← links)
- Optimal contingent claims. (Q1872450) (← links)
- Asymptotic properties of an estimator of the drift coefficients of multidimensional Ornstein-Uhlenbeck processes that are not necessarily stable (Q1951803) (← links)
- Parameter estimation of uncertain differential equation with application to financial market (Q2122963) (← links)
- Second-order continuous-time non-stationary Gaussian autoregression (Q2450913) (← links)
- Standard maximum likelihood drift parameter estimator in the homogeneous diffusion model is always strongly consistent (Q2452771) (← links)
- Uniform law of large numbers and consistency of estimators for Harris diffusions (Q2573258) (← links)
- ON ESTIMATION OF THE LINEARIZED DRIFT FOR NONLINEAR STOCHASTIC DIFFERENTIAL EQUATIONS (Q4460412) (← links)
- Nonparametric estimation of periodic signal disturbed by <i>α</i>-stable noises (Q5030944) (← links)
