Pages that link to "Item:Q1363214"
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The following pages link to Exponential families of stochastic processes (Q1363214):
Displaying 50 items.
- Variational estimators for the parameters of Gibbs point process models (Q358135) (← links)
- Variation and share-weighted variation swaps on time-changed Lévy processes (Q377448) (← links)
- Consistent estimation for discretely observed Markov jump processes with an absorbing state (Q379949) (← links)
- A new family of time-space harmonic polynomials with respect to Lévy processes (Q380402) (← links)
- On a family of test statistics for discretely observed diffusion processes (Q391894) (← links)
- Self-similarity and Lamperti convergence for families of stochastic processes (Q392772) (← links)
- Stitching pairs of Lévy processes into harnesses (Q436295) (← links)
- Asymptotics for a class of generalized multicast autoregressive processes (Q457630) (← links)
- Asymptotic optimal inference for multivariate branching-Markov processes via martingale estimating functions and mixed normality (Q538181) (← links)
- On \(d\)-orthogonality of the Sheffer systems associated to a convolution semigroup (Q557717) (← links)
- On Kendall-Ressel and related distributions (Q634568) (← links)
- Parameter estimation for rough differential equations (Q651024) (← links)
- Parametric estimation of a bivariate stable Lévy process (Q716171) (← links)
- A review on asymptotic inference in stochastic differential equations with mixed effects (Q825348) (← links)
- Domains of attraction to Tweedie distributions (Q847908) (← links)
- Divergences test statistics for discretely observed diffusion processes (Q963864) (← links)
- On structural and asymptotic properties of some classes of distributions (Q996757) (← links)
- On Rényi information for ergodic diffusion processes (Q1007843) (← links)
- Branching Markov processes and related asymptotics (Q1012533) (← links)
- Exponential families of stochastic processes and Lévy processes (Q1330193) (← links)
- Bessel inequalities with applications to conditional log returns under GIG scale mixtures of normal vectors. (Q1423024) (← links)
- Remark on semigroup techniques and the maximum likelihood estimation. (Q1423249) (← links)
- Financial options and statistical prediction intervals (Q1431433) (← links)
- Processes of Meixner type (Q1567713) (← links)
- On run statistics for binary trials (Q1577321) (← links)
- A multivariate central limit theorem for continuous local martingales (Q1591160) (← links)
- A characterization of simple quadratic natural exponential families with a reverse martingale property (Q1600125) (← links)
- Asymptotic properties of maximum likelihood estimator for the growth rate for a jump-type CIR process based on continuous time observations (Q1743339) (← links)
- Adaptive estimation for affine stochastic delay differential equations (Q1767483) (← links)
- Generalized variance functions for infinitely divisible mixture distributions (Q1790547) (← links)
- Curved exponential families of stochastic processes and their envelope families (Q1817408) (← links)
- Stationary exponential families (Q1895362) (← links)
- Drift estimation for a Lévy-driven Ornstein-Uhlenbeck process with heavy tails (Q2023469) (← links)
- Adaptive estimation for degenerate diffusion processes (Q2044342) (← links)
- Smiles \& smirks: volatility and leverage by jumps (Q2076900) (← links)
- Likelihood theory for the graph Ornstein-Uhlenbeck process (Q2144193) (← links)
- On Dantzig and Lasso estimators of the drift in a high dimensional Ornstein-Uhlenbeck model (Q2219216) (← links)
- From differential to difference importance measures for Markov reliability models (Q2267653) (← links)
- Exponential moments of affine processes (Q2341630) (← links)
- Markov chain Monte Carlo test of toric homogeneous Markov chains (Q2360891) (← links)
- On conditional least squares estimation for affine diffusions based on continuous time observations (Q2417987) (← links)
- A simple estimator for discrete-time samples from affine stochastic delay differential equations (Q2430995) (← links)
- Simple simulation of diffusion bridges with application to likelihood inference for diffusions (Q2448707) (← links)
- Efficient maximum likelihood estimation for Lévy-driven Ornstein-Uhlenbeck processes (Q2448716) (← links)
- Exponential stock models driven by tempered stable processes (Q2451785) (← links)
- Asymptotic normality for discretely observed Markov jump processes with an absorbing state (Q2453935) (← links)
- Bilateral gamma distributions and processes in financial mathematics (Q2469499) (← links)
- On approximations for two classes of Poisson mixtures (Q2479328) (← links)
- Convergence results for multivariate martingales (Q2485840) (← links)
- On Lévy measures for infinitely divisible natural exponential families (Q2497794) (← links)
