Pages that link to "Item:Q2359498"
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The following pages link to Parameter estimation for multivariate diffusion systems (Q2359498):
Displaying 4 items.
- A quasi-maximum likelihood method for estimating the parameters of multivariate diffusions (Q528126) (← links)
- Efficient computation of the quasi likelihood function for discretely observed diffusion processes (Q1659017) (← links)
- Parameter estimation in hyperbolic multichannel models (Q3065125) (← links)
- Asymptotic properties of maximum-likelihood estimators for Heston models based on continuous time observations (Q5739671) (← links)