Pages that link to "Item:Q2722307"
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The following pages link to Discretely Observed Diffusions: Classes of Estimating Functions and Small Δ‐optimality (Q2722307):
Displayed 7 items.
- ANOVA for diffusions and Itō processes (Q449957) (← links)
- On the approximate maximum likelihood estimation for diffusion processes (Q449968) (← links)
- Inference methods for discretely observed continuous-time stochastic volatility models: A commented overview (Q862564) (← links)
- Nonparametric volatility estimation in scalar diffusions: optimality across observation frequencies (Q1708989) (← links)
- Estimating functions for jump-diffusions (Q2274300) (← links)
- Goodness-of-Fit based on Downsampling with Applications to Linear Drift Diffusions (Q2911667) (← links)
- Joint analysis and estimation of stock prices and trading volume in Barndorff-Nielsen and Shephard stochastic volatility models (Q3019508) (← links)