Pages that link to "Item:Q888343"
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The following pages link to Quasi-likelihood estimation of a threshold diffusion process (Q888343):
Displaying 14 items.
- Frontiers in time series and financial econometrics: an overview (Q888316) (← links)
- Approximate maximum likelihood estimation of a threshold diffusion process (Q2008117) (← links)
- Maximum likelihood estimation of diffusions by continuous time Markov chain (Q2076164) (← links)
- Parameter estimation for threshold Ornstein-Uhlenbeck processes from discrete observations (Q2141576) (← links)
- The first passage time on the (reflected) Brownian motion with broken drift hitting a random boundary (Q2658013) (← links)
- Option Pricing with Threshold Diffusion Processes (Q5379177) (← links)
- A THRESHOLD MODEL FOR LOCAL VOLATILITY: EVIDENCE OF LEVERAGE AND MEAN REVERSION EFFECTS ON HISTORICAL DATA (Q5384680) (← links)
- Drift Estimation of the Threshold Ornstein-Uhlenbeck Process From Continuous and Discrete Observations (Q6185131) (← links)
- Threshold models for Lévy processes and approximate maximum likelihood estimation (Q6547255) (← links)
- Modified trajectory fitting estimators for multi-regime threshold Ornstein-Uhlenbeck processes (Q6548880) (← links)
- Testing for threshold regulation in presence of measurement error (Q6593369) (← links)
- Testing for Threshold Diffusion (Q6616608) (← links)
- Determining the number and values of thresholds for multi-regime threshold Ornstein-Uhlenbeck processes (Q6633190) (← links)
- Weak Approximation for a Black-Scholes Type Regime Switching Model (Q6671994) (← links)
