Pages that link to "Item:Q3030066"
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The following pages link to Estimation of the coefficients of a diffusion from discrete observations (Q3030066):
Displaying 50 items.
- Langevin diffusions on the torus: estimation and applications (Q122538) (← links)
- Asymptotic properties of Monte Carlo estimators of diffusion processes (Q278039) (← links)
- Estimation for stochastic damping Hamiltonian systems under partial observation. III: Diffusion term (Q303958) (← links)
- Asymptotic normality of discretized maximum likelihood estimator for drift parameter in homogeneous diffusion model (Q340755) (← links)
- Maximum-likelihood estimation for diffusion processes via closed-form density expansions (Q366977) (← links)
- Geometric ergodicity for classes of homogeneous Markov chains (Q404128) (← links)
- Filtering for a Duffing-van der Pol stochastic differential equation (Q505764) (← links)
- Test for parameter change in discretely observed diffusion processes (Q625303) (← links)
- Second-order asymptotic expansion for a non-synchronous covariation estimator (Q720740) (← links)
- Approximation of transition densities of stochastic differential equations by saddlepoint methods applied to small-time Ito-Taylor sample-path expansions (Q746199) (← links)
- Prediction-based estimation for diffusion models with high-frequency data (Q825345) (← links)
- Nonlinear filtering for a dust-perturbed two-body model (Q840279) (← links)
- Modeling the euglycemic hyperinsulinemic clamp by stochastic differential equations (Q883784) (← links)
- A genetic estimation algorithm for parameters of stochastic ordinary differential equations (Q957005) (← links)
- Modeling laboratory data from clinical trials (Q961195) (← links)
- Divergences test statistics for discretely observed diffusion processes (Q963864) (← links)
- Asymptotic normality of a covariance estimator for nonsynchronously observed diffusion processes (Q1019457) (← links)
- A Kolmogorov-Fokker-Planck approach for a stochastic Duffing-van der Pol system (Q1032048) (← links)
- Statistics on crossings of discretized diffusions and local time (Q1180181) (← links)
- Estimation for diffusion processes from discrete observation (Q1192000) (← links)
- Random sampling in estimation problems for continuous Gaussian processes with independent increments (Q1208940) (← links)
- Optimal estimation for continuous state branching processes with discrete sampling. (Q1299414) (← links)
- Financial options and statistical prediction intervals (Q1431433) (← links)
- Parameter estimation in nonlinear stochastic differential equations (Q1587266) (← links)
- Approximation of the occupation measure of Lévy processes (Q1780710) (← links)
- Conservative delta hedging. (Q1884835) (← links)
- Drift estimation of a certain class of diffusion processes from discrete observation (Q1913464) (← links)
- Consistency and asymptotic normality of maximum likelihood estimation for Gaussian Markov processes from discrete observations (Q1915124) (← links)
- Minimum density power divergence estimator for diffusion processes (Q1934487) (← links)
- Uniform approximate estimation for nonlinear nonhomogeneous stochastic system with unknown parameter (Q1954763) (← links)
- Estimation of parameters of linear homogeneous stochastic differential equations (Q1965895) (← links)
- Robust test for dispersion parameter change in discretely observed diffusion processes (Q2008123) (← links)
- Efficient estimation and filtering for multivariate jump-diffusions (Q2024483) (← links)
- Statistical estimation in a randomly structured branching population (Q2280026) (← links)
- Simulated likelihood estimators for discretely observed jump-diffusions (Q2280574) (← links)
- Accuracy of maximum likelihood parameter estimators for Heston stochastic volatility SDE (Q2350371) (← links)
- A selective overview of nonparametric methods in financial econometrics (Q2381754) (← links)
- Closed-form likelihood expansions for multivariate diffusions (Q2426628) (← links)
- Statistical convergence of Markov experiments to diffusion limits (Q2448706) (← links)
- Simple simulation of diffusion bridges with application to likelihood inference for diffusions (Q2448707) (← links)
- Smoothing and occupation measures of stochastic processes (Q2458949) (← links)
- The delta expansion for the transition density of diffusion models (Q2512632) (← links)
- Simulation of jump diffusions and the pricing of options (Q2518535) (← links)
- Local asymptotic normality property for Ornstein-Uhlenbeck processes with jumps under discrete sampling (Q2636938) (← links)
- Statistical aspects of the fractional stochastic calculus (Q2642746) (← links)
- The computational cost of blocking for sampling discretely observed diffusions (Q2684952) (← links)
- Parameter least-squares estimation for time-inhomogeneous Ornstein-Uhlenbeck process (Q2692994) (← links)
- Proportional stochastic generalized Lotka-Volterra model with an application to learning microbial community structures (Q2698242) (← links)
- Schémas de discrétisation anticipatifs et estimation du paramètre de dérive d'une diffusion (Q2701810) (← links)
- Bayesian multivariate normal analysis under the extended reflected normal loss function (Q2762605) (← links)
