Pages that link to "Item:Q2426628"
From MaRDI portal
The following pages link to Closed-form likelihood expansions for multivariate diffusions (Q2426628):
Displayed 12 items.
- Continuous-discrete state-space modeling of panel data with nonlinear filter algorithms (Q413962) (← links)
- Small-time expansions of the distributions, densities, and option prices of stochastic volatility models with Lévy jumps (Q424503) (← links)
- On the approximate maximum likelihood estimation for diffusion processes (Q449968) (← links)
- Modelling particles moving in a potential field with pairwise interactions and an application (Q642208) (← links)
- A damped diffusion framework for financial modeling and closed-form maximum likelihood estimation (Q846506) (← links)
- Globally optimal parameter estimates for nonlinear diffusions (Q847635) (← links)
- Asymptotic statistical equivalence for ergodic diffusions: the multidimensional case (Q866947) (← links)
- A Bayesian regression model for multivariate functional data (Q961857) (← links)
- Inference for stochastic volatility models using time change transformations (Q2380088) (← links)
- Nonparametric trend coefficient estimation for multidimensional diffusions (Q2643494) (← links)
- Likelihood-based inference for correlated diffusions (Q3019141) (← links)
- Simulation-Based Estimation Methods for Financial Time Series Models (Q3112468) (← links)