Pages that link to "Item:Q2439860"
From MaRDI portal
The following pages link to Closed-form likelihood expansions for multivariate time-inhomogeneous diffusions (Q2439860):
Displaying 10 items.
- Estimating jump-diffusions using closed-form likelihood expansions (Q311641) (← links)
- Explicit form of approximate transition probability density functions of diffusion processes (Q494367) (← links)
- A new delta expansion for multivariate diffusions via the Itô-Taylor expansion (Q1740295) (← links)
- Approximate maximum likelihood estimation of a threshold diffusion process (Q2008117) (← links)
- Maximum likelihood estimation of diffusions by continuous time Markov chain (Q2076164) (← links)
- Hermite expansion of transition densities and European option prices for multivariate diffusions with jumps (Q2246642) (← links)
- The delta expansion for the transition density of diffusion models (Q2512632) (← links)
- Expansion and estimation of Lévy process functionals in nonlinear and nonstationary time series regression (Q5860899) (← links)
- Parameter estimation in nonlinear multivariate stochastic differential equations based on splitting schemes (Q6550975) (← links)
- An efficient method to simulate diffusion bridges (Q6581664) (← links)
