Pages that link to "Item:Q4531026"

The following pages link to Likelihood Inference for Discretely Observed Nonlinear Diffusions (Q4531026):

Displaying 50 items.

• The dynamics of stochastic volatility: evidence from underlying and options markets (Q1398978) (← links)
• Alternative models for stock price dynamics. (Q1398979) (← links)
• Comparison of MCMC algorithms for the estimation of Tobit model with non-normal error: the case of asymmetric Laplace distribution (Q1615113) (← links)
• Parameter estimation for a type of nonlinear stochastic models observed with error (Q1623657) (← links)
• Bayesian inference of selection in the Wright-Fisher diffusion model (Q1672824) (← links)
• Improved bridge constructs for stochastic differential equations (Q1703803) (← links)
• Bayesian inference of the fractional Ornstein-Uhlenbeck process under a flow sampling scheme (Q1729305) (← links)
• Process modeling for soil moisture using sensor network data (Q1731183) (← links)
• Parameter estimation in a stochastic model of the tubuloglomerular feedback mechanism in a rat nephron (Q1781623) (← links)
• Notes on financial econometrics (Q1841088) (← links)
• Markov chain Monte Carlo methods for stochastic volatility models. (Q1867723) (← links)
• On marginal likelihood computation in change-point models (Q1927122) (← links)
• Consistent nonparametric Bayesian inference for discretely observed scalar diffusions (Q1940748) (← links)
• Optimal control for estimation in partially observed elliptic and hypoelliptic linear stochastic differential equations (Q1984647) (← links)
• Efficient estimation and filtering for multivariate jump-diffusions (Q2024483) (← links)
• Varying-coefficient stochastic differential equations with applications in ecology (Q2084436) (← links)
• Bayesian inference of a stochastic diffusion process for the dynamic of HIV in closed heterosexual population with simulations and application to Morocco case (Q2109470) (← links)
• Augmented pseudo-marginal Metropolis-Hastings for partially observed diffusion processes (Q2114055) (← links)
• Continuous-discrete smoothing of diffusions (Q2233574) (← links)
• Parameter estimation in stochastic differential equations with Markov chain Monte Carlo and non-linear Kalman filtering (Q2255925) (← links)
• Gaussian estimation of one-factor mean reversion processes (Q2260564) (← links)
• Bayesian approach for parameter estimation of continuous-time stochastic volatility models using Fourier transform methods (Q2288759) (← links)
• Zero-inflated regime-switching stochastic differential equation models for highly unbalanced multivariate, multi-subject time-series data (Q2331187) (← links)
• Inference for stochastic volatility models using time change transformations (Q2380088) (← links)
• Comment: A selective overview of nonparametric methods in financial econometrics (Q2381755) (← links)
• A Bayesian estimation approach for the mortality in a stage-structured demographic model (Q2402998) (← links)
• Closed-form likelihood expansions for multivariate time-inhomogeneous diffusions (Q2439860) (← links)
• Quantifying intrinsic and extrinsic noise in gene transcription using the linear noise approximation: an application to single cell data (Q2441840) (← links)
• Density approximations for multivariate affine jump-diffusion processes (Q2442452) (← links)
• Efficient importance sampling maximum likelihood estimation of stochastic differential equations (Q2445730) (← links)
• Simple simulation of diffusion bridges with application to likelihood inference for diffusions (Q2448707) (← links)
• Moment equations and Hermite expansion for nonlinear stochastic differential equations with application to stock price models (Q2463649) (← links)
• Asymptotics of an efficient Monte Carlo estimation for the transition density of diffusion processes (Q2475266) (← links)
• Estimating parameters in diffusion processes using an approximate maximum likelihood approach (Q2480228) (← links)
• Variational Markov chain Monte Carlo for Bayesian smoothing of non-linear diffusions (Q2512778) (← links)
• Approximation of epidemic models by diffusion processes and their statistical inference (Q2512950) (← links)
• Empirical likelihood-based inference for nonparametric recurrent diffusions (Q2630085) (← links)
• Tailored randomized block MCMC methods with application to DSGE models (Q2630161) (← links)
• Statistical aspects of the fractional stochastic calculus (Q2642746) (← links)
• Modeling and forecasting realized volatility with the fractional Ornstein-Uhlenbeck process (Q2682955) (← links)
• On inference for partially observed nonlinear diffusion models using the Metropolis-Hastings algorithm (Q2774521) (← links)
• Bayesian inference for Markov processes with diffusion and discrete components (Q2813877) (← links)
• Effect of vitamin A deficiency on respiratory infection: causal inference for a discretely observed continuous time non-stationary Markov process (Q2856565) (← links)
• Econometric analysis of continuous time models: a survey of Peter Phillips's work and some new results (Q2878817) (← links)
• Bayesian consistency for stationary models (Q2886964) (← links)
• Stochastic functional data analysis: a diffusion model-based approach (Q2893385) (← links)
• Quantifying Model Uncertainties in Complex Systems (Q2909986) (← links)
• Inference for Lévy-driven stochastic volatility models via adaptive sequential Monte Carlo (Q2911650) (← links)
• Likelihood Inference for Exponential-Trawl Processes (Q2956055) (← links)
• Quasi‐maximum likelihood estimation of discretely observed diffusions (Q3018504) (← links)