The following pages link to (Q4834284):
Displaying 50 items.
- 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)
- Validating forecasts of the joint probability density of bond yields: can affine models beat random walk? (Q291853) (← links)
- A two-stage realized volatility approach to estimation of diffusion processes with discrete data (Q302180) (← links)
- Generalized moment estimation of stochastic differential equations (Q311323) (← links)
- Hypotheses testing about the drift parameter in linear stochastic differential equation driven by stable processes (Q333541) (← links)
- Maximum-likelihood estimation for diffusion processes via closed-form density expansions (Q366977) (← links)
- Least squares estimators for discretely observed stochastic processes driven by small Lévy noises (Q391568) (← links)
- Estimation in the partially observed stochastic Morris-Lecar neuronal model with particle filter and stochastic approximation methods (Q400585) (← 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)
- Bias in the estimation of the mean reversion parameter in continuous time models (Q527981) (← links)
- Bias in estimating multivariate and univariate diffusions (Q530603) (← links)
- Pseudo-maximum likelihood estimation in two classes of semiparametric diffusion models (Q530941) (← links)
- Individualism in plant populations: using stochastic differential equations to model individual neighbourhood-dependent plant growth (Q615505) (← links)
- Estimating parameters in stochastic systems: A variational Bayesian approach (Q654174) (← links)
- Sequential testing of hypotheses about drift for Gaussian diffusions (Q670162) (← links)
- A decomposition algorithm for unconstrained optimization problems with partial derivative information (Q691378) (← links)
- Estimation of 1-dimensional nonlinear stochastic differential equations based on higher-order partial differential equation numerical scheme and its application (Q721469) (← links)
- Least squares estimator for discretely observed Ornstein-Uhlenbeck processes with small Lévy noises (Q731952) (← links)
- Generalized spectral testing for multivariate continuous-time models (Q738028) (← links)
- Estimation of dynamic models with nonparametric simulated maximum likelihood (Q738137) (← links)
- Approximation of transition densities of stochastic differential equations by saddlepoint methods applied to small-time Ito-Taylor sample-path expansions (Q746199) (← links)
- A regularized bridge sampler for sparsely sampled diffusions (Q746239) (← links)
- Globally optimal parameter estimates for nonlinear diffusions (Q847635) (← links)
- Parametric inference for discretely observed non-ergodic diffusions (Q850751) (← links)
- Inference methods for discretely observed continuous-time stochastic volatility models: A commented overview (Q862564) (← links)
- Parametric estimation of discretely sampled Gamma-OU processes (Q867775) (← links)
- Modeling the euglycemic hyperinsulinemic clamp by stochastic differential equations (Q883784) (← 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)
- Approximating volatility diffusions with CEV-ARCH models (Q956536) (← links)
- A genetic estimation algorithm for parameters of stochastic ordinary differential equations (Q957005) (← links)
- Simulation-based Bayesian estimation of an affine term structure model (Q957220) (← links)
- Modeling laboratory data from clinical trials (Q961195) (← links)
- Likelihood-based inference for a class of multivariate diffusions with unobserved paths (Q997298) (← links)
- Bayesian inference for nonlinear multivariate diffusion models observed with error (Q1023498) (← links)
- Empirical likelihood estimation of discretely sampled processes of OU type (Q1041558) (← links)
- The dynamics of stochastic volatility: evidence from underlying and options markets (Q1398978) (← links)
- Efficient estimators for functionals of Markov chains with parametric marginals. (Q1427720) (← links)
- Nonparametric estimation of American options' exercise boundaries and call prices (Q1583161) (← links)
- A penalized simulated maximum likelihood approach in parameter estimation for stochastic differential equations (Q1623807) (← links)
- Efficient computation of the quasi likelihood function for discretely observed diffusion processes (Q1659017) (← links)
- Bayesian inference of selection in the Wright-Fisher diffusion model (Q1672824) (← links)
- Improved bridge constructs for stochastic differential equations (Q1703803) (← links)
- Bayesian inference of the fractional Ornstein-Uhlenbeck process under a flow sampling scheme (Q1729305) (← links)
- On the calibration of the 3/2 model (Q1734372) (← links)
- A new delta expansion for multivariate diffusions via the Itô-Taylor expansion (Q1740295) (← links)
