Pages that link to "Item:Q3646968"
From MaRDI portal
The following pages link to Maximum Likelihood and Gaussian Estimation of Continuous Time Models in Finance (Q3646968):
Displaying 21 items.
- Maximum-likelihood estimation for diffusion processes via closed-form density expansions (Q366977) (← links)
- Maximum likelihood estimation of partially observed diffusion models (Q469573) (← 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)
- Indirect inference for dynamic panel models (Q530970) (← links)
- Realised volatility and parametric estimation of Heston SDEs (Q784737) (← links)
- A general result on the estimation bias of ARMA models (Q1643799) (← links)
- Fitting general stochastic volatility models using Laplace accelerated sequential importance sampling (Q1927096) (← links)
- Estimation of a CIR process with jumps using a closed form approximation likelihood under a strong approximation of order 1 (Q2032212) (← links)
- Options as silver bullets: valuation of term loans, inventory management, emissions trading and insurance risk mitigation using option theory (Q2171344) (← links)
- Detecting the sampling rate through observations (Q2207916) (← links)
- Empirical likelihood-based inference for nonparametric recurrent diffusions (Q2630085) (← links)
- Simulation-Based Estimation Methods for Financial Time Series Models (Q3112468) (← links)
- DISCRETE TIME REPRESENTATION OF CONTINUOUS TIME ARMA PROCESSES (Q3224042) (← links)
- Robust estimation of stationary continuous‐time arma models via indirect inference (Q5135315) (← links)
- WEAK DIFFUSION LIMITS OF DYNAMIC CONDITIONAL CORRELATION MODELS (Q5349012) (← links)
- IDENTIFYING RESTRICTIONS FOR FINITE PARAMETER CONTINUOUS TIME MODELS WITH DISCRETE TIME DATA (Q5349014) (← links)
- Maximum-likelihood estimators in the mixed fractional Brownian motion (Q5402581) (← links)
- INFORMATION-THEORETIC ANALYSIS OF STOCHASTIC VOLATILITY MODELS (Q6203301) (← links)
- An affine model for short rates when monetary policy is path dependent (Q6594916) (← links)
- Estimation of continuous-time linear DSGE models from discrete-time measurements (Q6664659) (← links)
