Pages that link to "Item:Q1307078"
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The following pages link to Asymptotic error distributions for the Euler method for stochastic differential equations (Q1307078):
Displaying 17 items.
- IN-SAMPLE ASYMPTOTICS AND ACROSS-SAMPLE EFFICIENCY GAINS FOR HIGH FREQUENCY DATA STATISTICS (Q5880804) (← links)
- Joint parametric specification checking of conditional mean and volatility in time series models with martingale difference innovations (Q5881427) (← links)
- Estimating the quadratic covariation matrix for asynchronously observed high frequency stock returns corrupted by additive measurement error (Q5964706) (← links)
- Consistent estimation for fractional stochastic volatility model under high‐frequency asymptotics (Q6054436) (← links)
- Quantifying a convergence theorem of Gyöngy and Krylov (Q6104027) (← links)
- The tamed Euler-Maruyama approximation of Mckean-Vlasov stochastic differential equations and asymptotic error analysis (Q6107313) (← links)
- Error distribution of the Euler approximation scheme for stochastic Volterra equations (Q6111895) (← links)
- Realized regression with asynchronous and noisy high frequency and high dimensional data (Q6150525) (← links)
- On singular values of data matrices with general independent columns (Q6172191) (← links)
- Limit distributions for the discretization error of stochastic Volterra equations with fractional kernel (Q6180365) (← links)
- Integrated variance of irregularly spaced high-frequency data: a state space approach based on pre-averaging (Q6553232) (← links)
- Understanding limit theorems for semimartingales: a short survey (Q6573274) (← links)
- Stable convergence in law in approximation of stochastic integrals with respect to diffusions (Q6621974) (← links)
- Empirical likelihood for high frequency data (Q6626337) (← links)
- Local Parametric Estimation in High Frequency Data (Q6626343) (← links)
- Error distribution for one-dimensional stochastic differential equations driven by fractional Brownian motion (Q6660188) (← links)
- The SIML method without microstructure noise (Q6670081) (← links)
