Pages that link to "Item:Q849862"

The following pages link to Estimation of parameters for diffusion processes with jumps from discrete observations (Q849862):

Displaying 28 items.

• Quantile regression estimation for discretely observed SDE models with compound Poisson jumps (Q2440438) (← links)
• Quasi likelihood analysis of volatility and nondegeneracy of statistical random field (Q2447656) (← links)
• Estimation and prediction of a non-constant volatility (Q2471733) (← links)
• Variance reduction estimation for return models with jumps using gamma asymmetric kernels (Q2697059) (← links)
• Least squares estimators for stochastic differential equations with Markovian switching (Q2697299) (← links)
• Asymptotic inference for jump diffusions with state-dependent intensity (Q2815596) (← links)
• Some remarks on estimation of diffusion coefficients for jump-diffusions from finite samples (Q2844151) (← links)
• Bias Correction Estimation for a Continuous‐Time Asset Return Model with Jumps (Q3120661) (← links)
• Least squares estimator for stochastic differential equations driven by small fractional Lévy noises from discrete observations (Q3384682) (← links)
• A central limit theorem for the functional estimation of the spot volatility (Q3405601) (← links)
• A multi-parameter regularization approach for estimating parameters in jump diffusion processes (Q3421960) (← links)
• Local Linear Estimation of Second-order Jump-diffusion Model (Q3458130) (← links)
• (Q3745105) (← links)
• (Q5011285) (← links)
• Double Smoothed Volatility Estimation of Potentially Non‐stationary Jump‐diffusion Model of Shibor (Q5030951) (← links)
• Convoluted smoothed kernel estimation for drift coefficients in jump-diffusion models (Q5039783) (← links)
• LAN property for an ergodic diffusion with jumps (Q5280372) (← links)
• Estimation of intrinsic growth factors in a class of stochastic population model (Q5378410) (← links)
• An estimator for the cumulative co‐volatility of asynchronously observed semimartingales with jumps (Q5418636) (← links)
• (Q5879927) (← links)
• Estimation of the Characteristics of the Jumps of a General Poisson-Diffusion Model (Q5899409) (← links)
• Jump‐robust testing of volatility functions in continuous time models (Q6059411) (← links)
• Gaussian quasi-information criteria for ergodic Lévy driven SDE (Q6138755) (← links)
• Local asymptotic normality for ergodic jump-diffusion processes via transition density approximation (Q6160980) (← links)
• Parameter estimation for ergodic linear SDEs from partial and discrete observations (Q6166017) (← links)
• Threshold estimation for jump-diffusions under small noise asymptotics (Q6166019) (← links)
• Self-weighted quantile regression estimation for diffusion parameter in jump-diffusion models (Q6192608) (← links)
• Efficient drift parameter estimation for ergodic solutions of backward SDEs (Q6608189) (← links)