Pages that link to "Item:Q5933570"
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The following pages link to Stochastic volatility models as hidden Markov models and statistical applications (Q5933570):
Displayed 36 items.
- Asymptotic results for sample autocovariance functions and extremes of integrated generalized Ornstein-Uhlenbeck processes (Q605036) (← links)
- A note on wavelet density deconvolution for weakly dependent data (Q623487) (← links)
- Some inequalities for strong mixing random variables with applications to density estimation (Q625009) (← links)
- Estimation of a multivariate stochastic volatility density by kernel deconvolution (Q631636) (← links)
- Prediction-based estimating functions: review and new developments (Q642200) (← links)
- Nonparametric inference for Lévy-driven Ornstein-Uhlenbeck processes (Q817968) (← links)
- Computable infinite-dimensional filters with applications to discretized diffusion processes (Q855688) (← links)
- Inference methods for discretely observed continuous-time stochastic volatility models: A commented overview (Q862564) (← links)
- An option pricing formula for the GARCH diffusion model (Q957204) (← links)
- Testing volatility autocorrelation in the constant elasticity of variance stochastic volatility model (Q961412) (← links)
- Bahadur representation of linear kernel quantile estimator of VaR under \(\alpha \)-mixing assumptions (Q963848) (← links)
- Parametric and nonparametric models and methods in financial econometrics (Q975560) (← links)
- On adjusted Viterbi training (Q996733) (← links)
- The adjusted Viterbi training for hidden Markov models (Q1002581) (← links)
- Nonparametric adaptive estimation for integrated diffusions (Q1009666) (← links)
- A maximal moment inequality for \(\alpha \)-mixing sequences and its applications (Q1030155) (← links)
- Statistical inference for reciprocal gamma diffusion process (Q1036702) (← links)
- A non-linear explicit filter. (Q1424477) (← links)
- Financial options and statistical prediction intervals (Q1431433) (← links)
- Rate of convergence for parametric estimation in a stochastic volatility model. (Q1766043) (← links)
- Diffusion-type models with given marginal distribution and autocorrelation function (Q1781184) (← links)
- Nonparametric estimation for stochastic volatility models (Q2430253) (← links)
- Efficient estimation of drift parameters in stochastic volatility models (Q2463719) (← links)
- A test for model specification of diffusion processes (Q2477057) (← links)
- Adaptive estimation of the transition density of a particular hidden Markov chain (Q2482129) (← links)
- Stochastic volatility and fractional Brownian motion (Q2485787) (← links)
- Leroux's method for general hidden Markov models (Q2490057) (← links)
- Statistical Inference for Student Diffusion Process (Q3068099) (← links)
- RISK MANAGEMENT UNDER A FACTOR STOCHASTIC VOLATILITY MODEL (Q3083549) (← links)
- Semiparametric diffusion estimation and application to a stock market index (Q3518390) (← links)
- ERGODICITY, MIXING, AND EXISTENCE OF MOMENTS OF A CLASS OF MARKOV MODELS WITH APPLICATIONS TO GARCH AND ACD MODELS (Q3632419) (← links)
- Econometric Analysis of Realized Volatility and its Use in Estimating Stochastic Volatility Models (Q4670770) (← links)
- Estimation for discretely observed diffusions using transform functions (Q4822454) (← links)
- SIMULTANEOUS SPECIFICATION TESTING OF MEAN AND VARIANCE STRUCTURES IN NONLINEAR TIME SERIES REGRESSION (Q5199498) (← links)
- The Pearson Diffusions: A Class of Statistically Tractable Diffusion Processes (Q5324878) (← links)
- Penalized Projection Estimator for Volatility Density (Q5430626) (← links)