The following pages link to (Q4856610):
Displaying 35 items.
- Estimation of the stationary distribution of semi-Markov processes with Borel state space (Q2497817) (← links)
- Lévy white noise measures on infinite-dimensional spaces: existence and characterization of the measurable support (Q2499252) (← links)
- Hedging life insurance contracts in a Lévy process financial market (Q2499839) (← links)
- On non-standard limits of Brownian semi-stationary processes (Q2512851) (← links)
- Alternative fluid approximation approach for the steady-state distribution of the two-sided reflected Markov modulated Brownian motion and its computation (Q2515860) (← links)
- An optimal control variance reduction method for density estimation (Q2518612) (← links)
- A spatially homogeneous Boltzmann equation for elastic, inelastic and coalescing collisions (Q2571747) (← links)
- A Lévy process-based framework for the fair valuation of participating life insurance contracts (Q2581775) (← links)
- Activity signature functions for high-frequency data analysis (Q2630154) (← links)
- Weak solutions of set-valued stochastic differential equations (Q2633341) (← links)
- Efficiency of estimators for partially specified filtered models (Q2640277) (← links)
- EFFICIENT ESTIMATION OF INTEGRATED VOLATILITY AND RELATED PROCESSES (Q2986526) (← links)
- Flows and stochastic Taylor series in Itô calculus (Q3462558) (← links)
- (Q3993237) (← links)
- PAIRS TRADING UNDER DRIFT UNCERTAINTY AND RISK PENALIZATION (Q4555856) (← links)
- On a multidimensional general bootstrap for empirical estimator of continuous-time semi-Markov kernels with applications (Q4634443) (← links)
- Transition pathways for a class of high dimensional stochastic dynamical systems with Lévy noise (Q5000885) (← links)
- (Q5009794) (← links)
- Statistical causality and local uniqueness for solutions of the martingale problem (Q5024448) (← links)
- Statistical causality, martingale problems and local uniqueness (Q5085833) (← links)
- Statistical causality and purely discontinuous local martingales (Q5086718) (← links)
- Weak compactness of weak solutions sets to stochastic differential inclusions (Q5113866) (← links)
- (Q5146337) (← links)
- (Q5184840) (← links)
- Improved robust model selection methods for a Lévy nonparametric regression in continuous time (Q5228594) (← links)
- ESTIMATING THE QUADRATIC VARIATION SPECTRUM OF NOISY ASSET PRICES USING GENERALIZED FLAT-TOP REALIZED KERNELS (Q5371156) (← links)
- Closed Form Pricing of European Options for a Family of Normal-Inverse Gaussian Processes (Q5745541) (← links)
- Multiple subordinated modeling of asset returns: Implications for option pricing (Q5861032) (← links)
- A geometric approach to singularity for Hilbert space-valued SDEs (Q5930648) (← links)
- Tail asymptotics for M/G/1-type queueing processes with light-tailed increments (Q5945387) (← links)
- Robust estimation in the logistic regression model (Q5950631) (← links)
- Moment bounds and central limit theorem for functions of Gaussian vectors (Q5953869) (← links)
- Continuous‐time threshold autoregressions with jumps: Properties, estimation, and application to electricity markets (Q6073420) (← links)
- Risk-minimization for life insurance liabilities with dependent mortality risk (Q6497103) (← links)
- Parameter estimation for the drift of a time inhomogeneous jump diffusion process (Q6552749) (← links)
