Pages that link to "Item:Q2280574"
From MaRDI portal
The following pages link to Simulated likelihood estimators for discretely observed jump-diffusions (Q2280574):
Displaying 9 items.
- Closed-form likelihood approximation and estimation of jump-diffusions with an application to the realignment risk of the Chinese yuan (Q289216) (← links)
- Estimating jump-diffusions using closed-form likelihood expansions (Q311641) (← links)
- On likelihood estimation for a discretely observed jump process (Q817921) (← links)
- Empirical likelihood inference for the second-order jump-diffusion model (Q1933722) (← links)
- Efficient estimation and filtering for multivariate jump-diffusions (Q2024483) (← links)
- Estimation of a CIR process with jumps using a closed form approximation likelihood under a strong approximation of order 1 (Q2032212) (← links)
- Simple simulation of diffusion bridges with application to likelihood inference for diffusions (Q2448707) (← links)
- ON LIKELIHOOD ESTIMATION FOR DISCRETELY OBSERVED MARKOV JUMP PROCESSES (Q3592377) (← links)
- Approximate maximum likelihood estimation of semi-parametric jump-diffusion model -- closed-expansion method based on transfer density (Q4624420) (← links)
