Pages that link to "Item:Q4859495"
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The following pages link to Back to the Future: Generating Moment Implications for Continuous-Time Markov Processes (Q4859495):
Displaying 50 items.
- Testing normality: a GMM approach (Q261889) (← links)
- A consistent bootstrap test for conditional density functions with time-series data (Q275271) (← links)
- A simple approach to the parametric estimation of potentially nonstationary diffusions (Q276917) (← links)
- Asymptotic properties of Monte Carlo estimators of diffusion processes (Q278039) (← links)
- Closed-form likelihood approximation and estimation of jump-diffusions with an application to the realignment risk of the Chinese yuan (Q289216) (← links)
- An analysis of Hansen-Scheinkman moment estimators for discretely and randomly sampled diffusions (Q292134) (← links)
- Parameter estimation and bias correction for diffusion processes (Q302098) (← links)
- Hypothesis testing for Fisher-Snedecor diffusion (Q433748) (← links)
- Testing whether the underlying continuous-time process follows a diffusion: an infinitesimal operator-based approach (Q528171) (← links)
- Pseudo-maximum likelihood estimation in two classes of semiparametric diffusion models (Q530941) (← links)
- The role of additional information in option pricing: estimation issues for the state space model (Q604920) (← links)
- Parameter estimation for rough differential equations (Q651024) (← links)
- Maximum likelihood estimation for reflected Ornstein-Uhlenbeck processes (Q710825) (← links)
- Realized volatility forecasting and market microstructure noise (Q737278) (← links)
- A martingale approach for testing diffusion models based on infinitesimal operator (Q737898) (← links)
- Nonparametric model validations for hidden Markov models with applications in financial econometrics (Q737900) (← links)
- Generalized spectral testing for multivariate continuous-time models (Q738028) (← links)
- Semi-nonparametric estimation and misspecification testing of diffusion models (Q738035) (← 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)
- Parametric and nonparametric models and methods in financial econometrics (Q975560) (← links)
- Testing diffusion processes for non-stationarity (Q1028540) (← links)
- Nonlinear principal components and long-run implications of multivariate diffusions (Q1043731) (← links)
- Spectral methods for identifying scalar diffusions (Q1298435) (← links)
- Estimating continuous-time stochastic volatility models of the short-term interest rate (Q1362071) (← links)
- Estimation by simulation of monotone dynamical systems (Q1408406) (← links)
- Financial options and statistical prediction intervals (Q1431433) (← links)
- Approximating payoffs and pricing formulas (Q1583152) (← links)
- Nonparametric estimation of a scalar diffusion model from discrete time data: a survey (Q1699137) (← links)
- Variable bandwidth local maximum likelihood type estimation for diffusion processes (Q1711315) (← links)
- Local lagged adapted generalized method of moments: an innovative estimation and forecasting approach and its applications (Q1726180) (← links)
- Pricing growth-rate risk (Q1761429) (← links)
- Estimators of diffusions with randomly spaced discrete observations: a general theory (Q1766133) (← links)
- Financial econometrics: Past developments and future challenges (Q1841086) (← links)
- Estimating stochastic volatility diffusion using conditional moments of integrated volatility (Q1867730) (← links)
- Maximum likelihood estimation of time-inhomogeneous diffusions. (Q1871562) (← links)
- Simulation-based estimation of dynamic models with continuous equilibrium solutions (Q1877831) (← links)
- Conservative delta hedging. (Q1884835) (← links)
- Wavelets-based estimation of nonlinear canonical analysis (Q1933355) (← links)
- Analytical formula for conditional expectations of path-dependent product of polynomial and exponential functions of extended Cox-Ingersoll-Ross process (Q2071035) (← links)
- Indirect inference in fractional short-term interest rate diffusions (Q2227436) (← links)
- Nonparametric Gaussian inference for stable processes (Q2330965) (← links)
- A selective overview of nonparametric methods in financial econometrics (Q2381754) (← links)
- Parametric inference for discretely observed subordinate diffusions (Q2417988) (← links)
- Parametric inference for discretely observed multidimensional diffusions with small diffusion coefficient (Q2434472) (← links)
- Kernel-based nonlinear canonical analysis and time reversibility (Q2439046) (← links)
- Temporal aggregation of volatility models (Q2439047) (← links)
- Closed-form likelihood expansions for multivariate time-inhomogeneous diffusions (Q2439860) (← links)
- Simple simulation of diffusion bridges with application to likelihood inference for diffusions (Q2448707) (← links)
- Estimating parameters in diffusion processes using an approximate maximum likelihood approach (Q2480228) (← links)
