Pages that link to "Item:Q1952110"
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The following pages link to Parametric estimation for discretely observed stochastic processes with jumps (Q1952110):
Displaying 8 items.
- Estimation of jumplike processes with incomplete information (Q794995) (← links)
- \(M\)-estimation for discretely observed ergodic diffusion processes with infinitely many jumps (Q849861) (← links)
- Estimation of parameters for diffusion processes with jumps from discrete observations (Q849862) (← links)
- Jump process for the trend estimation of time series (Q951862) (← links)
- Model selection for Lévy measures in diffusion processes with jumps from discrete observations (Q958809) (← links)
- Estimating a parametric trend component in a continuous-time jump-type process (Q1103311) (← links)
- Parameter estimation for a discretely observed stochastic volatility model with jumps in the volatility (Q1425581) (← links)
- Approximation of eigenvalues of spot cross volatility matrix with a view toward principal component analysis (Q1684768) (← links)