Pages that link to "Item:Q1290377"
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The following pages link to Estimating equations based on eigenfunctions for a discretely observed diffusion process (Q1290377):
Displaying 29 items.
- A result on the first-passage time of an Ornstein-Uhlenbeck process (Q2471253) (← links)
- Estimating parameters in diffusion processes using an approximate maximum likelihood approach (Q2480228) (← links)
- High frequency asymptotics for wavelet-based tests for Gaussianity and isotropy on the torus (Q2482620) (← links)
- Exact asymptotics for estimating the marginal density of discretely observed diffusion proc\-esses (Q2565928) (← links)
- Diffusion copulas: identification and estimation (Q2658762) (← links)
- Drift estimation of multiscale diffusions based on filtered data (Q2684461) (← links)
- Martingale estimating functions based on eigenfunctions for discretely observed small diffusions (Q2844166) (← links)
- Computing the eigenvalues of Gurtin-MacCamy models with diffusion (Q2902201) (← links)
- Adaptive LASSO-type estimation for multivariate diffusion processes (Q2909250) (← links)
- Goodness-of-fit based on downsampling with applications to linear drift diffusions (Q2911667) (← links)
- Joint analysis and estimation of stock prices and trading volume in Barndorff-Nielsen and Shephard stochastic volatility models (Q3019508) (← links)
- Semiparametric diffusion estimation and application to a stock market index (Q3518390) (← links)
- Estimation for discretely observed diffusions using transform functions (Q4822454) (← links)
- Eigenfunction Martingale Estimators for Interacting Particle Systems and Their Mean Field Limit (Q5056840) (← links)
- Online Smoothing for Diffusion Processes Observed with Noise (Q5057271) (← links)
- Properties of bounded stochastic processes employed in biophysics (Q5216265) (← links)
- The Pearson Diffusions: A Class of Statistically Tractable Diffusion Processes (Q5324878) (← links)
- Asymptotic Properties of Maximum Likelihood Estimation: Parameterized Diffusion in a Manifold (Q5413863) (← links)
- DIFFUSION MODELS FOR EXCHANGE RATES IN A TARGET ZONE (Q5422634) (← links)
- HEDGING WITH ENERGY (Q5455260) (← links)
- Continuous Time Wishart Process for Stochastic Risk (Q5485103) (← links)
- Le Cam-Stratonovich-Boole theory for Itô diffusions (Q6112114) (← links)
- Approximate minimum Hellinger distance estimation for diffusion processes using Euler's scheme (Q6137819) (← links)
- Moment inequalities for mixing long-span high-frequency data and strongly consistent estimation of OU integrated diffusion process (Q6498642) (← links)
- A method of moments estimator for interacting particle systems and their mean field limit (Q6554967) (← links)
- An efficient method to simulate diffusion bridges (Q6581664) (← links)
- Automated construction of effective potential via algorithmic implicit bias (Q6589866) (← links)
- Parametric inference for diffusion processes observed at discrete points in time: a survey (Q6657951) (← links)
- Stochastic gradient descent in continuous time for drift identification in multiscale diffusions (Q6667317) (← links)
