Pages that link to "Item:Q1903603"
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The following pages link to Martingale estimation functions for discretely observed diffusion processes (Q1903603):
Displaying 36 items.
- Semiparametric diffusion estimation and application to a stock market index (Q3518390) (← links)
- Closed-form likelihoods for stochastic differential equation growth models (Q3589854) (← links)
- (Q3604340) (← links)
- On modelling and pricing weather derivatives (Q4541607) (← links)
- Introduction to Stochastic Models in Biology (Q4567928) (← links)
- Estimation of hyperbolic diffusion using the Markov chain Monte Carlo method (Q4610221) (← links)
- Learning interacting particle systems: Diffusion parameter estimation for aggregation equations (Q4630566) (← links)
- INFERENCE IN GOMPERTZ-TYPE NONHOMOGENEOUS STOCHASTIC SYSTEMS BY MEANS OF DISCRETE SAMPLING (Q4655447) (← links)
- NONLINEAR DYNAMICAL SYSTEM IDENTIFICATION FROM UNCERTAIN AND INDIRECT MEASUREMENTS (Q4655663) (← links)
- Estimation for Discretely Observed Small Diffusions Based on Approximate Martingale Estimating Functions (Q4677112) (← links)
- Local linearization filters for non-linear continuous-discrete state space models with multiplicative noise (Q4810933) (← links)
- Estimation for discretely observed diffusions using transform functions (Q4822454) (← links)
- Realistic Statistical Modelling of Financial Data (Q4831974) (← links)
- A Stochastic Partial Differential Equation Model for Limit Order Book Dynamics (Q4958392) (← links)
- European Option Pricing with Stochastic Volatility Models Under Parameter Uncertainty (Q5038294) (← links)
- Eigenfunction Martingale Estimators for Interacting Particle Systems and Their Mean Field Limit (Q5056840) (← links)
- Pricing double volatility barriers option under stochastic volatility (Q5086643) (← links)
- Estimating a class of diffusions from discrete observations via approximate maximum likelihood method (Q5147562) (← links)
- Valuation of Basket Credit Default Swaps Under Stochastic Default Intensity Models (Q5156996) (← links)
- Martingale Estimating Functions for Stochastic Processes: A Review Toward a Unifying Tool (Q5167874) (← links)
- Non-ergodic martingale estimating functions and related asymptotics (Q5169781) (← links)
- Parametric inference for mixed models defined by stochastic differential equations (Q5190282) (← links)
- PARTICIPATING PAYOUT LIFE ANNUITIES: LESSONS FROM GERMANY (Q5398348) (← links)
- Option Pricing of Weather Derivatives for Seoul (Q5406927) (← links)
- Local diffusion models for stochastic reacting systems: estimation issues in equation-free numerics (Q5426644) (← links)
- A new estimating function for discretely sampled diffusions (Q5430546) (← links)
- (Q5476310) (← links)
- (Q5879927) (← 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)
- Parameter estimation in nonlinear multivariate stochastic differential equations based on splitting schemes (Q6550975) (← links)
- Credit default swap spreads modeling and forecasting with a stochastic square-root three-factor model (Q6581975) (← links)
- Strong consistency of parameter estimation for the CIR integrated diffusion process with long-span high-frequency data (Q6641323) (← links)
- Parametric inference for diffusion processes observed at discrete points in time: a survey (Q6657951) (← links)
- Inference for ergodic McKean-Vlasov stochastic differential equations with polynomial interactions (Q6663952) (← links)
- Estimation of continuous-time linear DSGE models from discrete-time measurements (Q6664659) (← links)
