Pages that link to "Item:Q2480228"
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The following pages link to Estimating parameters in diffusion processes using an approximate maximum likelihood approach (Q2480228):
Displaying 17 items.
- Inference for systems of stochastic differential equations from discretely sampled data: a numerical maximum likelihood approach (Q470658) (← links)
- On local linear approximations to diffusion processes (Q642240) (← links)
- Estimation of 1-dimensional nonlinear stochastic differential equations based on higher-order partial differential equation numerical scheme and its application (Q721469) (← links)
- Approximation of transition densities of stochastic differential equations by saddlepoint methods applied to small-time Ito-Taylor sample-path expansions (Q746199) (← links)
- A regularized bridge sampler for sparsely sampled diffusions (Q746239) (← links)
- Comment: ``The 2005 Neyman lecture: dynamic indeterminism in science'' (Q900485) (← links)
- On the parameter estimation of diffusional type processes with constant coefficients (elementary Gaussian processes) (Q1092577) (← links)
- Estimating the parameters of stochastic differential equations (Q1299880) (← links)
- Likelihood inference for a discretely observed stochastic partial differential equation (Q1431514) (← links)
- Efficient computation of the quasi likelihood function for discretely observed diffusion processes (Q1659017) (← links)
- Nonparametric estimation of a scalar diffusion model from discrete time data: a survey (Q1699137) (← links)
- Parameter inference for stochastic differential equations with density tracking by quadrature (Q1793903) (← links)
- Approximate maximum likelihood estimation of a threshold diffusion process (Q2008117) (← links)
- Parameter estimation for multivariate diffusion systems (Q2359498) (← links)
- Inference for Diffusion Processes (Q2880228) (← links)
- Bias correction for the estimation of discretized diffusion processes from an approximated likelihood function (Q3842401) (← links)
- Maximum likelihood estimation of the parameters of a system of stochastic differential equations that models the returns of the index of some classes of hedge funds (Q5432657) (← links)
