Pages that link to "Item:Q4364850"

The following pages link to Estimating stochastic differential equations efficiently by minimum chi-squared (Q4364850):

Displaying 41 items.

• Robust efficient method of moments (Q265015) (← links)
• Efficient estimation of general dynamic models with a continuum of moment conditions (Q451261) (← links)
• Modeling the euglycemic hyperinsulinemic clamp by stochastic differential equations (Q883784) (← links)
• Parametric estimation from approximate data: non-Gaussian diffusions (Q906937) (← links)
• A genetic estimation algorithm for parameters of stochastic ordinary differential equations (Q957005) (← links)
• Overparameterization in the seminonparametric density estimation (Q1274179) (← links)
• Efficient method of moments estimation of a stochastic volatility model: A Monte Carlo study (Q1298478) (← links)
• The relative efficiency of method of moments estimators (Q1302762) (← links)
• Estimating continuous-time stochastic volatility models of the short-term interest rate (Q1362071) (← links)
• Estimation of stochastic volatility models with diagnostics (Q1372927) (← links)
• Purebred or hybrid?: Reproducing the volatility in term structure dynamics. (Q1398977) (← links)
• Alternative models for stock price dynamics. (Q1398979) (← links)
• Modeling long memory in stock market volatility (Q1588307) (← links)
• Exact Bayesian moment based inference for the distribution of the small-time movements of an Itô semimartingale (Q1754515) (← links)
• Indirect estimation of ARFIMA and VARFIMA models (Q1808561) (← links)
• Notes on financial econometrics (Q1841088) (← links)
• Asymptotic nonequivalence of GARCH models and diffusions (Q1848957) (← links)
• Cross-validated SNP density estimates (Q1858960) (← links)
• Estimating stochastic volatility diffusion using conditional moments of integrated volatility (Q1867730) (← links)
• Indirect inference methods for stochastic volatility models based on non-Gaussian Ornstein-Uhlenbeck processes (Q1927109) (← links)
• Detecting the sampling rate through observations (Q2207916) (← links)
• Nonparametric maximum likelihood density estimation and simulation-based minimum distance estimators (Q2261906) (← links)
• On the validity of Edgeworth expansions and moment approximations for three indirect inference estimators (Q2312951) (← links)
• On the existence of strongly consistent indirect estimators when the binding function is compact valued (Q2337044) (← links)
• Parameter estimation for multivariate diffusion systems (Q2359498) (← links)
• Inference for stochastic volatility models using time change transformations (Q2380088) (← links)
• Efficient simulation-based minimum distance estimation and indirect inference (Q2437988) (← links)
• The indirect method: inference based on intermediate statistics -- a synthesis and examples (Q2503926) (← links)
• ON THE ASYMPTOTIC EFFICIENCY OF GMM (Q2878813) (← links)
• ECF estimation of Markov models where the transition density is unknown (Q3004024) (← links)
• Simulation-Based Estimation Methods for Financial Time Series Models (Q3112468) (← links)
• Exact and Computationally Efficient Likelihood-Based Estimation for Discretely Observed Diffusion Processes (with Discussion) (Q3408539) (← links)
• CHARACTERISTIC FUNCTION–BASED TESTING FOR MULTIFACTOR CONTINUOUS-TIME MARKOV MODELS VIA NONPARAMETRIC REGRESSION (Q3580636) (← links)
• Closed-form likelihoods for stochastic differential equation growth models (Q3589854) (← links)
• EFFICIENT METHOD OF MOMENTS IN MISSPECIFIED I.I.D. MODELS (Q4653560) (← links)
• Econometric Analysis of Realized Volatility and its Use in Estimating Stochastic Volatility Models (Q4670770) (← links)
• Realistic Statistical Modelling of Financial Data (Q4831974) (← links)
• Stochastic Volatility Models Predictive Relevance for Equity Markets (Q5048338) (← links)
• (Q5290309) (← links)
• Estimation of affine asset pricing models using the empirical characteristic function (Q5939360) (← links)
• Le Cam-Stratonovich-Boole theory for Itô diffusions (Q6112114) (← links)