Pages that link to "Item:Q2512621"
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The following pages link to An asymptotic analysis of likelihood-based diffusion model selection using high frequency data (Q2512621):
Displaying 4 items.
- Information theory for maximum likelihood estimation of diffusion models (Q898589) (← links)
- Consistent estimation of drift parameter in diffusion model with misspecified volatility function (Q2126157) (← links)
- A likelihood ratio test for spatial model selection (Q2280579) (← links)
- A MODEL FOR HIGH FREQUENCY DATA UNDER PARTIAL INFORMATION: A FILTERING APPROACH (Q5483505) (← links)