Pages that link to "Item:Q302098"

The following pages link to Parameter estimation and bias correction for diffusion processes (Q302098):

Displaying 49 items.

• Double asymptotics for explosive continuous time models (Q284296) (← links)
• Asymptotics for recurrent diffusions with application to high frequency regression (Q341886) (← links)
• Maximum-likelihood estimation for diffusion processes via closed-form density expansions (Q366977) (← links)
• Option pricing under joint dynamics of interest rates, dividends, and stock prices (Q433123) (← links)
• Local \(M\)-estimation for jump-diffusion processes (Q449381) (← links)
• On the approximate maximum likelihood estimation for diffusion processes (Q449968) (← links)
• Dynamic cointegrated pairs trading: mean-variance time-consistent strategies (Q492113) (← links)
• Asymptotic theory for linear diffusions under alternative sampling schemes (Q498845) (← links)
• Bias in the estimation of the mean reversion parameter in continuous time models (Q527981) (← links)
• Bias in the estimation of mean reversion in continuous-time Lévy processes (Q529799) (← links)
• Bias in estimating multivariate and univariate diffusions (Q530603) (← links)
• Information theory for maximum likelihood estimation of diffusion models (Q898589) (← links)
• Practical estimation of high dimensional stochastic differential mixed-effects models (Q901512) (← links)
• Least squares estimation for the drift parameters in the sub-fractional Vasicek processes (Q1643803) (← links)
• Variable bandwidth local maximum likelihood type estimation for diffusion processes (Q1711315) (← links)
• Maximum likelihood estimation of first-passage structural credit risk models correcting for the survivorship bias (Q1734558) (← links)
• Minimum contrast estimator for fractional Ornstein-Uhlenbeck processes (Q1934446) (← links)
• Transient dynamics of Pearson diffusions facilitates estimation of rate parameters (Q2207721) (← links)
• Small sample properties of ML estimator in Vasicek and CIR models: a simulation experiment (Q2330998) (← links)
• The use of bias correction versus the jackknife when testing the mean reversion and long term mean parameters in continuous time models (Q2409054) (← links)
• Quantile regression estimation for discretely observed SDE models with compound Poisson jumps (Q2440438) (← links)
• On existence of moment of mean reversion estimator in linear diffusion models (Q2442383) (← links)
• An asymptotic analysis of likelihood-based diffusion model selection using high frequency data (Q2512621) (← links)
• Estimating dynamic equilibrium models using mixed frequency macro and financial data (Q2630354) (← links)
• Instantaneous turbulent kinetic energy modelling based on Lagrangian stochastic approach in CFD and application to wind energy (Q2672736) (← links)
• Modeling and forecasting realized volatility with the fractional Ornstein-Uhlenbeck process (Q2682955) (← links)
• Improving the estimation and predictions of small time series models (Q2693368) (← links)
• ECONOMETRIC ANALYSIS OF CONTINUOUS TIME MODELS: A SURVEY OF PETER PHILLIPS’S WORK AND SOME NEW RESULTS (Q2878817) (← links)
• Simulation-Based Estimation Methods for Financial Time Series Models (Q3112468) (← links)
• Log-gamma motion as flexible model for generalized interest rates (Q4639175) (← links)
• Estimation in Discretely Observed Diffusions Killed at a Threshold (Q4923054) (← links)
• Asset Selling Under Debt Obligations (Q5031626) (← links)
• Exact solutions of the two-side exit time problems for the Vasicek model (Q5057339) (← links)
• Mixed First‐ and Second‐Order Cointegrated Continuous Time Models with Mixed Stock and Flow Data (Q5111844) (← links)
• Further Results on Pseudo‐Maximum Likelihood Estimation and Testing in the Constant Elasticity of Variance Continuous Time Model (Q5111850) (← links)
• Statistical analysis and stochastic interest rate modeling for valuing the future with implications in climate change mitigation (Q5135117) (← links)
• In-fill asymptotic theory for structural break point in autoregressions (Q5861036) (← links)
• Distribution of the mean reversion estimator in the Ornstein–Uhlenbeck process (Q5864661) (← links)
• Tumor growth and population modeling in a toxicant-stressed random environment (Q6143376) (← links)
• A first order continuous time <scp>VAR</scp> with random coefficients (Q6148343) (← links)
• Empirical‐process‐based specification tests for diffusion models (Q6180919) (← links)
• Rate of convergence of discretized drift parameters estimators in the Cox–Ingersoll–Ross model (Q6573043) (← links)
• An affine model for short rates when monetary policy is path dependent (Q6594916) (← links)
• Enhancing Estimation for Interest Rate Diffusion Models With Bond Prices (Q6616626) (← links)
• The Grid Bootstrap for Continuous Time Models (Q6620957) (← links)
• An Econometric Analysis of Volatility Discovery (Q6626277) (← links)
• Expectations and Risk Premia at 8:30 a.m.: Deciphering the Responses of Bond Yields to Macroeconomic Announcements (Q6626282) (← links)
• Asymptotic normality of estimators for all parameters in the Vasicek model by discrete observations (Q6633972) (← links)
• Estimation of continuous-time linear DSGE models from discrete-time measurements (Q6664659) (← links)