Pages that link to "Item:Q1192000"
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The following pages link to Estimation for diffusion processes from discrete observation (Q1192000):
Displaying 50 items.
- Online drift estimation for jump-diffusion processes (Q1983620) (← links)
- A ridge estimator of the drift from discrete repeated observations of the solution of a stochastic differential equation (Q1983630) (← links)
- Hybrid estimation for ergodic diffusion processes based on noisy discrete observations (Q1984651) (← links)
- Portfolio optimization with irreversible long-term investments in renewable energy under policy risk: a mixed-integer multistage stochastic model and a moving-horizon approach (Q2029400) (← links)
- Joint estimation for volatility and drift parameters of ergodic jump diffusion processes via contrast function (Q2040941) (← links)
- Global jump filters and quasi-likelihood analysis for volatility (Q2042527) (← links)
- Adaptive estimation for degenerate diffusion processes (Q2044342) (← links)
- Quasi-likelihood analysis and Bayes-type estimators of an ergodic diffusion plus noise (Q2046480) (← links)
- Adaptive testing method for ergodic diffusion processes based on high frequency data (Q2059448) (← links)
- Parametric inference for small variance and long time horizon McKean-Vlasov diffusion models (Q2074311) (← links)
- Quasi-likelihood analysis and its applications (Q2137733) (← links)
- Contrast estimation for noisy observations of diffusion processes via closed-form density expansions (Q2144195) (← links)
- Parameter estimation of path-dependent McKean-Vlasov stochastic differential equations (Q2157859) (← links)
- LAMN property for multivariate inhomogeneous diffusions with discrete observations (Q2168085) (← links)
- Stochastic square of the Brennan-Schwartz diffusion process: statistical computation and application (Q2195941) (← links)
- Regularized bridge-type estimation with multiple penalties (Q2230875) (← links)
- Parameter estimation for the discretely observed fractional Ornstein-Uhlenbeck process and the Yuima R package (Q2259080) (← links)
- Empirical \(L^2\)-distance test statistics for ergodic diffusions (Q2316339) (← links)
- Adaptive test for ergodic diffusions plus noise (Q2317323) (← links)
- The Dantzig selector for a linear model of diffusion processes (Q2330962) (← links)
- Hybrid multi-step estimators for stochastic differential equations based on sampled data (Q2350913) (← links)
- On the multi-step MLE-process for ergodic diffusion (Q2359720) (← links)
- A selective overview of nonparametric methods in financial econometrics (Q2381754) (← links)
- Parameter estimation of Ornstein-Uhlenbeck process generating a stochastic graph (Q2412763) (← links)
- Jump filtering and efficient drift estimation for Lévy-driven SDEs (Q2413596) (← links)
- Jarque-Bera normality test for the driving Lévy process of a discretely observed univariate SDE (Q2430997) (← links)
- Parametric inference for discretely observed multidimensional diffusions with small diffusion coefficient (Q2434472) (← links)
- Asymptotics for functionals of self-normalized residuals of discretely observed stochastic processes (Q2447652) (← links)
- Quasi likelihood analysis of volatility and nondegeneracy of statistical random field (Q2447656) (← links)
- Adaptive test statistics for ergodic diffusion processes sampled at discrete times (Q2453614) (← links)
- Efficient estimation of drift parameters in stochastic volatility models (Q2463719) (← links)
- The Bickel--Rosenblatt test for diffusion processes (Q2497811) (← links)
- Anticipative discretization schemes and parameter estimation of the derivative of a diffusion process. (Q2701810) (← links)
- Estimating the nitrous oxide emission rate from the soil surface by means of a diffusion model (Q2742753) (← links)
- Gaussian estimation for discretely observed Cox–Ingersoll–Ross model (Q2817110) (← links)
- Estimation of stochastic volatility models by nonparametric filtering (Q2826006) (← links)
- Maximum likelihood estimation for the drift parameter in diffusion processes (Q2833696) (← links)
- Asymptotic Behavior of the Maximum Likelihood Estimator for Ergodic and Nonergodic Square-Root Diffusions (Q2844026) (← links)
- On Gaussian HJM framework for Eurodollar futures (Q2862428) (← links)
- Adaptive LASSO-type estimation for multivariate diffusion processes (Q2909250) (← links)
- Quantifying Model Uncertainties in Complex Systems (Q2909986) (← links)
- Parameter estimation by contrast minimization for noisy observations of a diffusion process (Q2934864) (← links)
- Model Selection for Volatility Prediction (Q2956059) (← links)
- Goodness-of-fit test for ergodic diffusions by discrete-time observations: an innovation martingale approach (Q3021187) (← links)
- Estimation for diffusion processes under misspecified models (Q3218962) (← links)
- An Approximate Innovation Method For The Estimation Of Diffusion Processes From Discrete Data (Q3440742) (← links)
- Approximate discrete-time schemes for statistics of diffusion processes (Q3484224) (← links)
- Closed-form likelihoods for stochastic differential equation growth models (Q3589854) (← links)
- Transition Density and Simulated Likelihood Estimation for Time-Inhomogeneous Diffusions (Q3590017) (← links)
- Parameter estimation in a verhulst stochastic model (Q3598344) (← links)
