Pages that link to "Item:Q1209200"

The following pages link to On the estimation of the diffusion coefficient for multi-dimensional diffusion processes (Q1209200):

Displaying 50 items.

• The LAN property for McKean-Vlasov models in a mean-field regime (Q2105067) (← links)
• Quasi-likelihood analysis and its applications (Q2137733) (← links)
• Noise inference for ergodic Lévy driven SDE (Q2137798) (← links)
• Contrast estimation for noisy observations of diffusion processes via closed-form density expansions (Q2144195) (← links)
• Adaptive tests for parameter changes in ergodic diffusion processes from discrete observations (Q2144201) (← links)
• LAMN property for multivariate inhomogeneous diffusions with discrete observations (Q2168085) (← links)
• Parametric inference for diffusions observed at stopping times (Q2188470) (← links)
• Unbiased truncated quadratic variation for volatility estimation in jump diffusion processes (Q2196535) (← links)
• Nonparametric estimation for the diffusion coefficient of multidimensional time-varying diffusion processes (Q2220436) (← links)
• Estimating diffusion with compound Poisson jumps based on self-normalized residuals (Q2242851) (← links)
• Estimating functions for jump-diffusions (Q2274300) (← links)
• A sufficient condition for asymptotic sufficiency of incomplete observations of a diffusion process (Q2277727) (← links)
• Statistical estimation in a randomly structured branching population (Q2280026) (← links)
• Empirical \(L^2\)-distance test statistics for ergodic diffusions (Q2316339) (← links)
• Data driven time scale in Gaussian quasi-likelihood inference (Q2330960) (← links)
• The Dantzig selector for a linear model of diffusion processes (Q2330962) (← links)
• Difference based estimators and infill statistics (Q2339214) (← links)
• Local asymptotic mixed normality property for discretely observed stochastic differential equations driven by stable Lévy processes (Q2342396) (← links)
• Accuracy of maximum likelihood parameter estimators for Heston stochastic volatility SDE (Q2350371) (← links)
• Hybrid multi-step estimators for stochastic differential equations based on sampled data (Q2350913) (← 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)
• Central limit theorem for the realized volatility based on tick time sampling (Q2430257) (← links)
• Parametric inference for discretely observed multidimensional diffusions with small diffusion coefficient (Q2434472) (← links)
• Quantile regression estimation for discretely observed SDE models with compound Poisson jumps (Q2440438) (← links)
• An infinite dimensional convolution theorem with applications to the efficient estimation of the integrated volatility (Q2447642) (← 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)
• Smoothing and occupation measures of stochastic processes (Q2458949) (← links)
• Efficient estimation of drift parameters in stochastic volatility models (Q2463719) (← links)
• Almost sure optimal hedging strategy (Q2511561) (← links)
• Approximation of epidemic models by diffusion processes and their statistical inference (Q2512950) (← links)
• Conditional expansions and their applications. (Q2574589) (← links)
• Parameter least-squares estimation for time-inhomogeneous Ornstein-Uhlenbeck process (Q2692994) (← links)
• Discrete sampling of an integrated diffusion process and parameter estimation of the diffusion coefficent (Q2701807) (← links)
• Estimation of population parameters in stochastic differential equations with random effects in the diffusion coefficient (Q2786499) (← links)
• A Mathematical Theory of Financial Bubbles (Q2847835) (← links)
• Quantifying Model Uncertainties in Complex Systems (Q2909986) (← links)
• Model Selection for Volatility Prediction (Q2956059) (← links)
• Parameter Estimation for a Bidimensional Partially Observed Ornstein-Uhlenbeck Process with Biological Application (Q3077792) (← links)
• (Q3460918) (← links)
• Parameter estimation in a verhulst stochastic model (Q3598344) (← links)
• Estimation de la variance d'un processus de diffusion dans le cas multidimensionnel. (Estimation of the coefficient of a diffusion process in the multidimensional case) (Q3986699) (← links)
• Diffusions with measurement errors. I. Local Asymptotic Normality (Q4534851) (← links)
• Diffusions with measurement errors. II. Optimal estimators (Q4534852) (← links)
• Yield Curve Smoothing and Residual Variance of Fixed Income Positions (Q4561934) (← links)
• ON THE FUNCTIONAL ESTIMATION OF MULTIVARIATE DIFFUSION PROCESSES (Q4569588) (← links)
• The Dantzig Selector for Diffusion Processes with Covariates (Q4641639) (← links)