Pages that link to "Item:Q3122870"

The following pages link to On effects of discretization on estimators of drift parameters for diffusion processes (Q3122870):

Displaying 19 items.

• Hypotheses testing about the drift parameter in linear stochastic differential equation driven by stable processes (Q333541) (← links)
• A new stochastic Gompertz diffusion process with threshold parameter: computational aspects and applications (Q865510) (← links)
• Sizes of two bootstrap-based nonparametric specification tests for the drift function in continuous time models (Q959272) (← links)
• On the applicability of stochastic volatility models (Q1010565) (← links)
• Consistent estimation in regression models for the drift function in some continuous time models (Q1023597) (← links)
• Stochastic square of the Brennan-Schwartz diffusion process: statistical computation and application (Q2195941) (← links)
• The stochastic Rayleigh diffusion model: Statistical inference and computational aspects. applications to modelling of real cases (Q2369192) (← links)
• A selective overview of nonparametric methods in financial econometrics (Q2381754) (← links)
• A nonparametric method of estimating nonlinear dynamical system models (Q2644128) (← links)
• Berry-Esseen inequalities for the fractional Black-Karasinski model of term structure of interest rates (Q2671516) (← links)
• The distribution of the argmax of two-sided brownian motion with quadratic drift (Q4262918) (← links)
• A new technique for simulating the likelihood of stochastic differential equations (Q4551772) (← links)
• INFERENCE IN GOMPERTZ-TYPE NONHOMOGENEOUS STOCHASTIC SYSTEMS BY MEANS OF DISCRETE SAMPLING (Q4655447) (← links)
• Estimation for discretely observed diffusions using transform functions (Q4822454) (← links)
• (Q4986658) (← links)
• A revisit of stochastic theta method with some improvements (Q5005852) (← links)
• Estimating a class of diffusions from discrete observations via approximate maximum likelihood method (Q5147562) (← links)
• Method for simulating non-linear stochastic differential equations in ℝ¹ (Q5697313) (← links)
• Le Cam-Stratonovich-Boole theory for Itô diffusions (Q6112114) (← links)