Pages that link to "Item:Q4531026"

The following pages link to Likelihood Inference for Discretely Observed Nonlinear Diffusions (Q4531026):

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)
• Inference with non-Gaussian Ornstein-Uhlenbeck processes for stochastic volatility (Q278198) (← links)
• Closed-form likelihood approximation and estimation of jump-diffusions with an application to the realignment risk of the Chinese yuan (Q289216) (← links)
• Volatility comovement: a multifrequency approach (Q292013) (← links)
• A Gaussian approximation scheme for computation of option prices in stochastic volatility models (Q295695) (← links)
• Testing the assumptions behind importance sampling (Q302094) (← links)
• A two-stage realized volatility approach to estimation of diffusion processes with discrete data (Q302180) (← links)
• Maximum-likelihood estimation for diffusion processes via closed-form density expansions (Q366977) (← links)
• Estimation in the partially observed stochastic Morris-Lecar neuronal model with particle filter and stochastic approximation methods (Q400585) (← links)
• Continuous-discrete state-space modeling of panel data with nonlinear filter algorithms (Q413962) (← links)
• ANOVA for diffusions and Itō processes (Q449957) (← links)
• Stochastic volatility with leverage: fast and efficient likelihood inference (Q451250) (← links)
• Latent diffusion models for survival analysis (Q453270) (← links)
• A Rao-blackwellized particle filter for joint parameter estimation and biomass tracking in a stochastic predator-prey system (Q465348) (← links)
• Maximum likelihood estimation of partially observed diffusion models (Q469573) (← links)
• EM-based identification of continuous-time ARMA models from irregularly sampled data (Q510135) (← links)
• Bayesian inference for Heston-STAR models (Q518236) (← links)
• Bias in the estimation of the mean reversion parameter in continuous time models (Q527981) (← links)
• Probabilistic forecasts of volatility and its risk premia (Q528102) (← links)
• Pseudo-maximum likelihood estimation in two classes of semiparametric diffusion models (Q530941) (← links)
• Local linear suppression for wireless sensor network data (Q642202) (← links)
• Parameter estimation for fractional Ornstein-Uhlenbeck processes at discrete observation (Q646181) (← links)
• Estimating parameters in stochastic systems: A variational Bayesian approach (Q654174) (← links)
• Bayesian semiparametric stochastic volatility modeling (Q736526) (← links)
• Particle filters for continuous likelihood evaluation and maximisation (Q738078) (← links)
• Estimation of dynamic models with nonparametric simulated maximum likelihood (Q738137) (← links)
• A regularized bridge sampler for sparsely sampled diffusions (Q746239) (← links)
• Nonparametric Bayesian estimation of a Hölder continuous diffusion coefficient (Q783274) (← links)
• Prediction-based estimation for diffusion models with high-frequency data (Q825345) (← links)
• Globally optimal parameter estimates for nonlinear diffusions (Q847635) (← 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)
• Quasi-likelihood estimation of a threshold diffusion process (Q888343) (← links)
• Bayesian analysis of ambulatory blood pressure dynamics with application to irregularly spaced sparse data (Q902935) (← links)
• Parametric estimation from approximate data: non-Gaussian diffusions (Q906937) (← links)
• Bayesian inference for functional response in a stochastic predator-prey system (Q932027) (← links)
• Simulation-based Bayesian estimation of an affine term structure model (Q957220) (← links)
• Bayesian analysis of the stochastic conditional duration model (Q959312) (← links)
• The volatility structure of the fixed income market under the HJM framework: a nonlinear filtering approach (Q961403) (← links)
• Likelihood-based inference for a class of multivariate diffusions with unobserved paths (Q997298) (← links)
• Monte Carlo maximum likelihood estimation for discretely observed diffusion processes (Q1002156) (← links)
• Nonparametric adaptive estimation for integrated diffusions (Q1009666) (← links)
• Multivariate time series modeling and classification via hierarchical VAR mixtures (Q1010492) (← links)
• On the applicability of stochastic volatility models (Q1010565) (← links)
• Estimation of agent-based models: The case of an asymmetric herding model (Q1020510) (← links)
• Bayesian inference for nonlinear multivariate diffusion models observed with error (Q1023498) (← links)
• A minimum Hellinger distance estimator for stochastic differential equations: an application to statistical inference for continuous time interest rate models (Q1023627) (← links)
• The dynamics of stochastic volatility: evidence from underlying and options markets (Q1398978) (← links)
• Alternative models for stock price dynamics. (Q1398979) (← links)