Pages that link to "Item:Q701967"

The following pages link to Identification and inference for multivariate cointegrated and ergodic Gaussian diffusions (Q701967):

Displaying 18 items.

• Explicit form of approximate transition probability density functions of diffusion processes (Q494367) (← links)
• A Bayesian regression model for multivariate functional data (Q961857) (← links)
• A new delta expansion for multivariate diffusions via the Itô-Taylor expansion (Q1740295) (← links)
• Modelling the movement of a soil insect (Q2186598) (← links)
• Econometric modelling of climate systems: the equivalence of energy balance models and cointegrated vector autoregressions (Q2280616) (← links)
• Quasi-maximum likelihood estimation for cointegrated continuous-time linear state space models observed at low frequencies (Q2283575) (← links)
• Oscillating systems with cointegrated phase processes (Q2408050) (← links)
• Closed-form likelihood expansions for multivariate diffusions (Q2426628) (← links)
• Closed-form likelihood expansions for multivariate time-inhomogeneous diffusions (Q2439860) (← links)
• Cointegration and sampling frequency (Q3018501) (← links)
• ESTIMATING CONTINUOUS-TIME MODELS ON THE BASIS OF DISCRETE DATA VIA AN EXACT DISCRETE ANALOG (Q3181968) (← links)
• Cointegrated continuous-time linear state-space and MCARMA models (Q5086527) (← links)
• IDENTIFYING RESTRICTIONS FOR FINITE PARAMETER CONTINUOUS TIME MODELS WITH DISCRETE TIME DATA (Q5349014) (← links)
• A multifactor transformed diffusion model with applications to VIX and VIX futures (Q5860975) (← links)
• In-fill asymptotic theory for structural break point in autoregressions (Q5861036) (← links)
• An efficient method to simulate diffusion bridges (Q6581664) (← links)
• Penalisation methods in fitting high-dimensional cointegrated vector autoregressive models: a review (Q6612363) (← links)
• An Econometric Analysis of Volatility Discovery (Q6626277) (← links)