Pages that link to "Item:Q2465367"

The following pages link to Simulation and inference for stochastic differential equations. With R examples. (Q2465367):

Displaying 50 items.

• Randomised mixture models for pricing kernels (Q2398578) (← links)
• Maximum likelihood estimators in linear regression models with Ornstein-Uhlenbeck process (Q2405678) (← links)
• Pre-averaged kernel estimators for the drift function of a diffusion process in the presence of microstructure noise (Q2412765) (← links)
• Analysis of crack growth with robust, distribution-free estimators and tests for non-stationary autoregressive processes (Q2442687) (← links)
• Ultimate efficiency of experimental designs for Ornstein-Uhlenbeck type processes (Q2448800) (← links)
• Parameter estimation for the stochastic SIS epidemic model (Q2450914) (← links)
• Adaptive test statistics for ergodic diffusion processes sampled at discrete times (Q2453614) (← links)
• Quantifying model uncertainty for the observed non-Gaussian data by the Hellinger distance (Q2656071) (← links)
• Berry-Esseen inequalities for the fractional Black-Karasinski model of term structure of interest rates (Q2671516) (← links)
• Stochastic modeling of stratospheric temperature (Q2676481) (← links)
• Proportional stochastic generalized Lotka-Volterra model with an application to learning microbial community structures (Q2698242) (← links)
• An analysis of approximation algorithms for iterated stochastic integrals and a Julia and \textsc{Matlab} simulation toolbox (Q2700009) (← links)
• Simulation and Inference for Stochastic Processes with YUIMA (Q3174849) (← links)
• Variational estimation of the drift for stochastic differential equations from the empirical density (Q3302795) (← links)
• Transition Density and Simulated Likelihood Estimation for Time-Inhomogeneous Diffusions (Q3590017) (← links)
• Sovereign risk in the Euro area: a multivariate stochastic process approach (Q4555203) (← links)
• Introduction to Stochastic Models in Biology (Q4567928) (← links)
• Enhancing noise-induced switching times in systems with distributed delays (Q4583552) (← links)
• Goodness–of–Fit Test for Stochastic Volatility Models (Q4609014) (← links)
• Perturbation-based inference for diffusion processes: Obtaining effective models from multiscale data (Q4961321) (← links)
• SDE-MATH: a software package for the implementation of strong high-order numerical methods for Ito SDEs with multidimensional non-commutative noise based on multiple Fourier-Legendre series (Q4986658) (← links)
• STOCHASTICITY AND COOPERATIVE HUNTING IN PREDATOR–PREY INTERACTIONS (Q5003695) (← links)
• A revisit of stochastic theta method with some improvements (Q5005852) (← links)
• A Hybrid Multiscale Model for Cancer Invasion of the Extracellular Matrix (Q5112048) (← links)
• Epidemic modeling: Diffusion approximation vs. stochastic differential equations allowing reflection (Q5164571) (← links)
• Simulation of sample paths for Gauss-Markov processes in the presence of a reflecting boundary (Q5193442) (← links)
• Parameter Estimation for Macroscopic Pedestrian Dynamics Models from Microscopic Data (Q5231228) (← links)
• A flexible regime switching model with pairs trading application to the S&P 500 high-frequency stock returns (Q5235460) (← links)
• (Q5254974) (← links)
• Mitigating Interest Rate Risk in Variable Annuities: An Analysis of Hedging Effectiveness under Model Risk (Q5379240) (← links)
• A THRESHOLD MODEL FOR LOCAL VOLATILITY: EVIDENCE OF LEVERAGE AND MEAN REVERSION EFFECTS ON HISTORICAL DATA (Q5384680) (← links)
• (Q5879927) (← links)
• Iterative methods for nonlinear systems associated with finite difference approach in stochastic differential equations (Q5962636) (← links)
• Variational Inference for Stochastic Differential Equations (Q6059647) (← links)
• Bottom-Up Transient Time Models in Coarse-Graining Molecular Systems (Q6088334) (← links)
• Parameter estimation for diffusion process from perturbed discrete observations (Q6116461) (← links)
• Approximate minimum Hellinger distance estimation for diffusion processes using Euler's scheme (Q6137819) (← links)
• On short-term loan interest rate models: a first passage time approach (Q6156678) (← links)
• Partially observable Markov decision process for perimeter control based on a stochastic macroscopic fundamental diagram (Q6196333) (← links)
• Diffusion Schrödinger bridges for Bayesian computation (Q6540231) (← links)
• Threshold models for Lévy processes and approximate maximum likelihood estimation (Q6547255) (← links)
• Memory-based parameterization with differentiable solver: application to Lorenz '96 (Q6549988) (← links)
• A method of moments estimator for interacting particle systems and their mean field limit (Q6554967) (← links)
• Nonparametric estimation for independent and identically distributed stochastic differential equations with space-time dependent coefficients (Q6554970) (← links)
• Variational inference of the drift function for stochastic differential equations driven by Lévy processes (Q6565141) (← links)
• Stability preserving data-driven models with latent dynamics (Q6567566) (← links)
• DynGMA: a robust approach for learning stochastic differential equations from data (Q6572210) (← links)
• Monitoring change point for diffusion parameter based on discretely observed sample from stochastic differential equation models (Q6574660) (← links)
• Credit default swap spreads modeling and forecasting with a stochastic square-root three-factor model (Q6581975) (← links)
• Asymptotic normality of estimators for all parameters in the Vasicek model by discrete observations (Q6633972) (← links)