Pages that link to "Item:Q4431627"
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The following pages link to On the efficacy of simulated maximum likelihood for estimating the parameters of stochastic differential Equations* (Q4431627):
Displaying 14 items.
- Environmental variability and mean-reverting processes (Q316916) (← links)
- Kernel-based regression of drift and diffusion coefficients of stochastic processes (Q665358) (← links)
- Maximum likelihood estimation of drift and diffusion functions (Q715882) (← links)
- Inference methods for discretely observed continuous-time stochastic volatility models: A commented overview (Q862564) (← links)
- Modeling the euglycemic hyperinsulinemic clamp by stochastic differential equations (Q883784) (← links)
- Stochastic von Bertalanffy models, with applications to fish recruitment (Q2209146) (← links)
- Parameter estimation in stochastic differential equations with Markov chain Monte Carlo and non-linear Kalman filtering (Q2255925) (← links)
- Construction of consistent discrete and continuous stochastic models for multiple assets with application to option valuation (Q2389843) (← links)
- Asymptotics of an efficient Monte Carlo estimation for the transition density of diffusion processes (Q2475266) (← links)
- Stochastic Differential Mixed-Effects Models (Q3077782) (← links)
- Closed-form likelihoods for stochastic differential equation growth models (Q3589854) (← links)
- Parameter identification for a stochastic logistic growth model with extinction (Q5084735) (← links)
- Specification tests for univariate diffusions (Q5095206) (← links)
- Posterior inference on parameters of stochastic differential equations via non-linear Gaussian filtering and adaptive MCMC (Q5962749) (← links)
