Pages that link to "Item:Q2426628"
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The following pages link to Closed-form likelihood expansions for multivariate diffusions (Q2426628):
Displaying 50 items.
- Contrast estimation for noisy observations of diffusion processes via closed-form density expansions (Q2144195) (← links)
- Parametric inference for diffusions observed at stopping times (Q2188470) (← links)
- Manifold learning for accelerating coarse-grained optimization (Q2194441) (← links)
- Second order probabilistic parametrix method for unbiased simulation of stochastic differential equations (Q2196378) (← links)
- GARCH quasi-likelihood ratios for SV model and the diffusion limit (Q2197597) (← links)
- Nonparametric estimation for the diffusion coefficient of multidimensional time-varying diffusion processes (Q2220436) (← links)
- The term structure of equity and variance risk premia (Q2224879) (← links)
- Hermite expansion of transition densities and European option prices for multivariate diffusions with jumps (Q2246642) (← links)
- Parameter estimation in stochastic differential equations with Markov chain Monte Carlo and non-linear Kalman filtering (Q2255925) (← links)
- Simulated likelihood estimators for discretely observed jump-diffusions (Q2280574) (← links)
- A least squares-type density estimator using a polynomial function (Q2291316) (← links)
- Empirical \(L^2\)-distance test statistics for ergodic diffusions (Q2316339) (← links)
- Small sample properties of ML estimator in Vasicek and CIR models: a simulation experiment (Q2330998) (← links)
- Zero-inflated regime-switching stochastic differential equation models for highly unbalanced multivariate, multi-subject time-series data (Q2331187) (← links)
- Estimation of affine term structure models with spanned or unspanned stochastic volatility (Q2343761) (← links)
- Estimating dynamic equilibrium models with stochastic volatility (Q2343772) (← links)
- Market-based estimation of stochastic volatility models (Q2347717) (← links)
- Parameter estimation for multivariate diffusion systems (Q2359498) (← links)
- Inference for stochastic volatility models using time change transformations (Q2380088) (← links)
- A penalized simulated maximum likelihood method to estimate parameters for SDEs with measurement error (Q2418077) (← links)
- Consistency of Bayesian nonparametric inference for discretely observed jump diffusions (Q2419674) (← links)
- Closed-form likelihood expansions for multivariate time-inhomogeneous diffusions (Q2439860) (← links)
- Density approximations for multivariate affine jump-diffusion processes (Q2442452) (← links)
- Estimation of parametric homogeneous stochastic volatility pricing formulae based on option data (Q2446249) (← links)
- Statistical convergence of Markov experiments to diffusion limits (Q2448706) (← links)
- Simple simulation of diffusion bridges with application to likelihood inference for diffusions (Q2448707) (← links)
- The delta expansion for the transition density of diffusion models (Q2512632) (← links)
- Estimating dynamic equilibrium models using mixed frequency macro and financial data (Q2630354) (← links)
- Exact adaptive pointwise drift estimation for multidimensional ergodic diffusions (Q2634903) (← links)
- Nonparametric trend coefficient estimation for multidimensional diffusions (Q2643494) (← links)
- Small time chaos approximations for heat kernels of multidimensional diffusions (Q2684440) (← links)
- Proportional stochastic generalized Lotka-Volterra model with an application to learning microbial community structures (Q2698242) (← links)
- Closed-form likelihood estimation for one type of affine point processes (Q2830794) (← links)
- Control Theory and Experimental Design in Diffusion Processes (Q2945147) (← links)
- Likelihood-based inference for correlated diffusions (Q3019141) (← links)
- Simulation-Based Estimation Methods for Financial Time Series Models (Q3112468) (← links)
- Data-Driven Reduction for a Class of Multiscale Fast-Slow Stochastic Dynamical Systems (Q3188143) (← links)
- A VOLATILITY-OF-VOLATILITY EXPANSION OF THE OPTION PRICES IN THE SABR STOCHASTIC VOLATILITY MODEL (Q3304204) (← links)
- Adaptive control of diffusion processes with a discounted reward criterion (Q3386883) (← links)
- Improved local approximation for multidimensional diffusions: The G-rates (Q3386926) (← links)
- Multilevel Monte Carlo for Smoothing via Transport Methods (Q4580285) (← links)
- Stochastic Gradient Descent in Continuous Time (Q4607057) (← links)
- Markov Chain Monte Carlo for Exact Inference for Diffusions (Q4923056) (← links)
- Exact simulation for multivariate Itô diffusions (Q5005041) (← links)
- A reciprocal relation for Hermite polynomials (Q5027645) (← links)
- A study of the data augmentation strategy for stochastic differential equations (Q5036849) (← links)
- BROWNIAN MOTION MINUS THE INDEPENDENT INCREMENTS: REPRESENTATION AND QUEUING APPLICATION (Q5051162) (← links)
- Online Smoothing for Diffusion Processes Observed with Noise (Q5057271) (← links)
- Error bounds for the perturbation solution of the transition density under a multi-factor CIR term structure model with weak mean-reversion effect (Q5078025) (← links)
- A new representation of the risk-neutral distribution and its applications (Q5079373) (← links)
