Pages that link to "Item:Q4955067"
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The following pages link to A comparative study of maximum likelihood estimators for nonlinear dynamical system models (Q4955067):
Displaying 7 items.
- Inference methods for discretely observed continuous-time stochastic volatility models: A commented overview (Q862564) (← links)
- The volatility structure of the fixed income market under the HJM framework: a nonlinear filtering approach (Q961403) (← links)
- Parameter estimation for a type of nonlinear stochastic models observed with error (Q1623657) (← links)
- A nonparametric method of estimating nonlinear dynamical system models (Q2644128) (← links)
- An Approximate Innovation Method For The Estimation Of Diffusion Processes From Discrete Data (Q3440742) (← links)
- Local linearization filters for non-linear continuous-discrete state space models with multiplicative noise (Q4810933) (← links)
- Modelling and asset allocation for financial markets based on a stochastic volatility microstructure model (Q5460680) (← links)
