Pages that link to "Item:Q1903603"

The following pages link to Martingale estimation functions for discretely observed diffusion processes (Q1903603):

Displaying 50 items.

• A ridge estimator of the drift from discrete repeated observations of the solution of a stochastic differential equation (Q1983630) (← links)
• Optimal control for estimation in partially observed elliptic and hypoelliptic linear stochastic differential equations (Q1984647) (← links)
• Hybrid estimation for ergodic diffusion processes based on noisy discrete observations (Q1984651) (← links)
• Nonparametric drift estimation for diffusions with jumps driven by a Hawkes process (Q2023465) (← links)
• Adaptive estimation for degenerate diffusion processes (Q2044342) (← links)
• Quasi-likelihood analysis and Bayes-type estimators of an ergodic diffusion plus noise (Q2046480) (← links)
• A martingale formulation for stochastic compartmental susceptible-infected-recovered (SIR) models to analyze finite size effects in COVID-19 case studies (Q2086995) (← links)
• Eigenfunction martingale estimating functions and filtered data for drift estimation of discretely observed multiscale diffusions (Q2128080) (← links)
• Martingale estimation functions for Bessel processes (Q2144197) (← links)
• Parameter estimation of path-dependent McKean-Vlasov stochastic differential equations (Q2157859) (← links)
• Learning mean-field equations from particle data using WSINDy (Q2167982) (← links)
• Indirect inference in fractional short-term interest rate diffusions (Q2227436) (← links)
• Estimating functions for jump-diffusions (Q2274300) (← links)
• Impact of wind power generation on a large scale power system using stochastic linear stability (Q2293447) (← links)
• Surplus participation schemes for life annuities under Solvency II (Q2303990) (← links)
• Empirical \(L^2\)-distance test statistics for ergodic diffusions (Q2316339) (← links)
• Adaptive test for ergodic diffusions plus noise (Q2317323) (← links)
• Estimating functions for SDE driven by stable Lévy processes (Q2337827) (← links)
• Hybrid multi-step estimators for stochastic differential equations based on sampled data (Q2350913) (← links)
• Bayesian consistency for Markov models (Q2352339) (← links)
• Inference for stochastic volatility models using time change transformations (Q2380088) (← links)
• Parametric inference for discretely observed subordinate diffusions (Q2417988) (← links)
• Simple simulation of diffusion bridges with application to likelihood inference for diffusions (Q2448707) (← links)
• Standard maximum likelihood drift parameter estimator in the homogeneous diffusion model is always strongly consistent (Q2452771) (← links)
• Adaptive test statistics for ergodic diffusion processes sampled at discrete times (Q2453614) (← links)
• Parameter estimation in two-type continuous-state branching processes with immigration (Q2454006) (← links)
• Irreversible investments with delayed reaction: an application to generation re-dispatch in power system operation (Q2454075) (← links)
• Moment equations and Hermite expansion for nonlinear stochastic differential equations with application to stock price models (Q2463649) (← links)
• Penalized nonparametric mean square estimation of the coefficients of diffusion processes (Q2465276) (← links)
• Estimating parameters in diffusion processes using an approximate maximum likelihood approach (Q2480228) (← links)
• Sequential maximum likelihood estimation for the hyperbolic diffusion process (Q2516388) (← links)
• Statistical aspects of the fractional stochastic calculus (Q2642746) (← links)
• A nonparametric method of estimating nonlinear dynamical system models (Q2644128) (← links)
• Anticipative discretization schemes and parameter estimation of the derivative of a diffusion process. (Q2701810) (← links)
• Discretely observed diffusions: Classes of estimating functions and small \(\Delta\)-optimality (Q2722307) (← links)
• Bayesian multivariate normal analysis under the extended reflected normal loss function (Q2762605) (← links)
• Parameter estimation for a discrete sampling of an intergrated Ornstein-Uhlenbeck process (Q2762606) (← links)
• Gaussian estimation for discretely observed Cox–Ingersoll–Ross model (Q2817110) (← links)
• Maximum likelihood estimation for the drift parameter in diffusion processes (Q2833696) (← links)
• Martingale estimating functions based on eigenfunctions for discretely observed small diffusions (Q2844166) (← links)
• Temperature models for pricing weather derivatives (Q2873022) (← links)
• Bayesian consistency for stationary models (Q2886964) (← links)
• Parameter estimation by contrast minimization for noisy observations of a diffusion process (Q2934864) (← links)
• Model Selection for Volatility Prediction (Q2956059) (← links)
• Joint analysis and estimation of stock prices and trading volume in Barndorff-Nielsen and Shephard stochastic volatility models (Q3019508) (← links)
• The estimation of parameters for stochastic differential equations using neural networks (Q3062539) (← links)
• Modelling and forecasting vehicle stocks using the trends of stochastic Gompertz diffusion models: The case of Spain (Q3077478) (← links)
• Parameter Estimation for a Bidimensional Partially Observed Ornstein-Uhlenbeck Process with Biological Application (Q3077792) (← links)
• Adaptive control of diffusion processes with a discounted reward criterion (Q3386883) (← links)
• A Nonparametric Model for Stationary Time Series (Q3466889) (← links)