Pages that link to "Item:Q4280650"
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The following pages link to On estimating the diffusion coefficient from discrete observations (Q4280650):
Displaying 50 items.
- A simple approach to the parametric estimation of potentially nonstationary diffusions (Q276917) (← links)
- Asymptotic properties of Monte Carlo estimators of diffusion processes (Q278039) (← links)
- Volatility occupation times (Q385768) (← links)
- On a family of test statistics for discretely observed diffusion processes (Q391894) (← links)
- Estimating the diffusion coefficient function for a diversified world stock index (Q434882) (← links)
- ANOVA for diffusions and Itō processes (Q449957) (← links)
- The lifetime of a financial bubble (Q506379) (← links)
- Second-order asymptotic expansion for a non-synchronous covariation estimator (Q720740) (← links)
- Threshold estimation of Markov models with jumps and interest rate modeling (Q737264) (← links)
- Semi-nonparametric estimation and misspecification testing of diffusion models (Q738035) (← links)
- Functional data analysis for volatility (Q738082) (← links)
- Nonparametric Bayesian estimation of a Hölder continuous diffusion coefficient (Q783274) (← links)
- Prediction-based estimation for diffusion models with high-frequency data (Q825345) (← links)
- Inference methods for discretely observed continuous-time stochastic volatility models: A commented overview (Q862564) (← links)
- Limits for weighted \(p\)-variations and likewise functionals of fractional diffusions with drift (Q869098) (← links)
- Efficient pointwise estimation based on discrete data in ergodic nonparametric diffusions (Q888494) (← links)
- Variation-based tests for volatility misspecification (Q898596) (← links)
- A nonparametric model for spot price dynamics and pricing of futures contracts in electricity markets (Q905391) (← links)
- Parametric and nonparametric models and methods in financial econometrics (Q975560) (← links)
- Moderate deviations for estimators of quadratic variational process of diffusion with compound Poisson jumps (Q988095) (← links)
- Stochastic regression and its application to hedging in finance (Q1042957) (← links)
- Minimax estimation of the diffusion coefficient through irregular samplings (Q1359760) (← links)
- Financial options and statistical prediction intervals (Q1431433) (← links)
- Adaptive estimation in diffusion processes. (Q1593591) (← links)
- Parameter estimation in mean reversion processes with deterministic long-term trend (Q1658013) (← links)
- Nonparametric estimation of a scalar diffusion model from discrete time data: a survey (Q1699137) (← links)
- Nonparametric volatility estimation in scalar diffusions: optimality across observation frequencies (Q1708989) (← links)
- Variable bandwidth local maximum likelihood type estimation for diffusion processes (Q1711315) (← links)
- Statistical estimation of the oscillating Brownian motion (Q1750094) (← links)
- Data driven confidence intervals for diffusion process using double smoothing empirical likelihood (Q1757374) (← links)
- Approximation of the occupation measure of Lévy processes (Q1780710) (← links)
- Conservative delta hedging. (Q1884835) (← links)
- Nonparametric estimation of stochastic volatility models (Q1929062) (← links)
- Reweighted Nadaraya-Watson estimation of jump-diffusion models (Q1934471) (← links)
- Approximation of occupation time functionals (Q1983631) (← links)
- Bandwidth selection of nonparametric threshold estimator in jump-diffusion models (Q2013803) (← links)
- Nonparametric estimation of jump diffusion models (Q2024442) (← links)
- Optimal estimation of the supremum and occupation times of a self-similar Lévy process (Q2136630) (← links)
- Adaptive efficient analysis for big data ergodic diffusion models (Q2137741) (← links)
- Asymptotic normality of convoluted smoothed kernel estimation for scalar diffusion model (Q2176391) (← links)
- Parametric inference for diffusions observed at stopping times (Q2188470) (← links)
- Gaussian estimation of one-factor mean reversion processes (Q2260564) (← links)
- Nonparametric Gaussian inference for stable processes (Q2330965) (← links)
- Spot volatility estimation using delta sequences (Q2339119) (← links)
- An application of nonparametric volatility estimators to option pricing (Q2343108) (← links)
- A selective overview of nonparametric methods in financial econometrics (Q2381754) (← links)
- A Fourier transform method for nonparametric estimation of multivariate volatility (Q2388987) (← links)
- Smoothing and occupation measures of stochastic processes (Q2458949) (← links)
- Penalized nonparametric mean square estimation of the coefficients of diffusion processes (Q2465276) (← links)
- Wavelet estimation of the diffusion coefficient in time dependent diffusion models (Q2475318) (← links)
